State Street SPDR MSCI Emerging Markets StrategicFactors ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.12% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0539 | 12.63 | |
| 0.0703 | 21.45 | |
| 0.9573 | 191.53 | |
| 4.7406 | 8.73 |
Estimation Period:
Jun 6, 2014 to Feb 6, 2026
Jun 6, 2014 to Feb 6, 2026
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