State Street SPDR Dow Jones REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.43% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0770 | 8.22 | |
| 0.0975 | 38.18 | |
| 0.9896 | 740.71 | |
| 9.5210 | 5.63 |
Estimation Period:
Aug 29, 2001 to Feb 6, 2026
Aug 29, 2001 to Feb 6, 2026
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