State Street SPDR MSCI USA Climate Paris Aligned ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.90% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4768 | 7.00 | |
| 0.0795 | 21.79 | |
| 0.9976 | 2,481.69 | |
| 7.3066 | 3.99 |
Estimation Period:
Apr 22, 2022 to Feb 6, 2026
Apr 22, 2022 to Feb 6, 2026
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