State Street SPDR S&P China ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.20% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3002 | 7.94 | |
| 0.0731 | 30.78 | |
| 0.9871 | 601.13 | |
| 7.7839 | 4.80 |
Estimation Period:
Mar 23, 2007 to Feb 6, 2026
Mar 23, 2007 to Feb 6, 2026
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