State Street SPDR MSCI EAFE StrategicFactors ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.97% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9416 | 7.46 | |
| 0.0852 | 26.83 | |
| 0.9680 | 177.80 | |
| 3.7175 | 16.13 |
Estimation Period:
Jun 5, 2014 to Feb 13, 2026
Jun 5, 2014 to Feb 13, 2026
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