State Street SPDR S&P North American Natural Resources ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.67% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3111 | 5.09 | |
| 0.0712 | 32.27 | |
| 0.9938 | 818.64 | |
| 7.3509 | 5.20 |
Estimation Period:
Dec 16, 2015 to Feb 13, 2026
Dec 16, 2015 to Feb 13, 2026
Other State Street SPDR S&P North American Natural Resources ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs