State Street SPDR S&P 1500 Momentum Tilt ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1,346.25% (+162.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3580 | 19.06 | |
| 0.0681 | 158.79 | |
| 0.9983 | 9,598.97 | |
| 2.0001 | 20,001,480.00 |
Estimation Period:
Oct 25, 2012 to Feb 6, 2026
Oct 25, 2012 to Feb 6, 2026
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