State Street SPDR ICE Preferred Securities ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.56% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4158 | 4.59 | |
| 0.1541 | 59.36 | |
| 0.9889 | 421.87 | |
| 4.4926 | 20.96 |
Estimation Period:
Oct 6, 2009 to Feb 6, 2026
Oct 6, 2009 to Feb 6, 2026
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