State Street SPDR S&P 400 Mid Cap Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.86% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5746 | 7.88 | |
| 0.0951 | 26.61 | |
| 0.9828 | 405.63 | |
| 7.6591 | 5.84 |
Estimation Period:
Nov 15, 2005 to Feb 13, 2026
Nov 15, 2005 to Feb 13, 2026
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