State Street SPDR Russell 1000 Yield Focus ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:402.42% (+48.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 473.8874 | 12.62 | |
| 0.0791 | 91.26 | |
| 0.9990 | 12,036.14 | |
| 2.0015 | 333,580.33 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
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