State Street SPDR MSCI ACWI Climate Paris Aligned ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.16% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1340 | 5.45 | |
| 0.0950 | 31.23 | |
| 0.9803 | 245.44 | |
| 3.8829 | 17.70 |
Estimation Period:
Nov 27, 2014 to Feb 6, 2026
Nov 27, 2014 to Feb 6, 2026
Other State Street SPDR MSCI ACWI Climate Paris Aligned ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs