State Street Multi-Asset Real Return ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.05% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6634 | 7.33 | |
| 0.0770 | 28.50 | |
| 0.9831 | 355.93 | |
| 7.7447 | 3.89 |
Estimation Period:
Apr 26, 2012 to Feb 13, 2026
Apr 26, 2012 to Feb 13, 2026
Other State Street Multi-Asset Real Return ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs