State Street Income Allocation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.44% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2450 | 12.41 | |
| 0.1060 | 23.33 | |
| 0.9599 | 274.11 | |
| 7.2914 | 4.64 |
Estimation Period:
Apr 26, 2012 to Feb 6, 2026
Apr 26, 2012 to Feb 6, 2026
Other State Street Income Allocation ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs