State Street SPDR S&P International Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.60% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5062 | 7.54 | |
| 0.0901 | 34.89 | |
| 0.9885 | 631.65 | |
| 8.4526 | 5.10 |
Estimation Period:
Apr 26, 2007 to Feb 13, 2026
Apr 26, 2007 to Feb 13, 2026
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