State Street SPDR EURO STOXX 50 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.80% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6966 | 4.94 | |
| 0.0866 | 29.56 | |
| 0.9903 | 513.62 | |
| 6.9924 | 6.42 |
Estimation Period:
Oct 21, 2002 to Feb 6, 2026
Oct 21, 2002 to Feb 6, 2026
Other State Street SPDR EURO STOXX 50 ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs