State Street SPDR S&P MidCap 400 ETF Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.62% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5834 | 14.63 | |
| 0.0945 | 34.28 | |
| 0.9821 | 669.49 | |
| 12.0927 | 3.89 |
Estimation Period:
Aug 18, 1995 to Feb 6, 2026
Aug 18, 1995 to Feb 6, 2026
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