State Street SPDR S&P 400 Mid Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.19% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5516 | 7.32 | |
| 0.0815 | 31.95 | |
| 0.9866 | 477.52 | |
| 6.5569 | 7.86 |
Estimation Period:
Nov 15, 2005 to Feb 6, 2026
Nov 15, 2005 to Feb 6, 2026
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