State Street SPDR S&P 500 ESG ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.91% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0833 | 6.75 | |
| 0.0886 | 12.89 | |
| 0.9715 | 207.86 | |
| 7.4721 | 2.87 |
Estimation Period:
Jul 28, 2020 to Feb 6, 2026
Jul 28, 2020 to Feb 6, 2026
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