State Street SPDR MSCI USA StrategicFactors ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:821.72% (+77.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.9232 | 13.27 | |
| 0.1139 | 119.12 | |
| 0.9977 | 5,422.20 | |
| 2.0001 | 20,001,220.00 |
Estimation Period:
Apr 16, 2015 to Feb 13, 2026
Apr 16, 2015 to Feb 13, 2026
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