State Street SPDR S&P Kensho Future Security ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.64% (+6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8846 | 14.33 | |
| 0.1099 | 21.21 | |
| 0.9693 | 323.76 | |
| 12.5634 | 2.61 |
Estimation Period:
Dec 27, 2017 to Feb 6, 2026
Dec 27, 2017 to Feb 6, 2026
Other State Street SPDR S&P Kensho Future Security ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs