State Street SPDR Dow Jones Global Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.27% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8591 | 7.21 | |
| 0.0953 | 37.54 | |
| 0.9919 | 954.69 | |
| 8.4542 | 5.78 |
Estimation Period:
May 22, 2008 to Feb 13, 2026
May 22, 2008 to Feb 13, 2026
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