State Street SPDR S&P SmallCap 600 ESG ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.72% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8575 | 6.41 | |
| 0.0484 | 6.07 | |
| 0.9597 | 168.45 | |
| 6.8579 | 1.23 |
Estimation Period:
Jan 11, 2022 to Feb 6, 2026
Jan 11, 2022 to Feb 6, 2026
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