State Street SPDR Dow Jones International Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.52% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5502 | 8.33 | |
| 0.0893 | 38.79 | |
| 0.9905 | 889.97 | |
| 8.6492 | 5.76 |
Estimation Period:
Dec 19, 2006 to Feb 6, 2026
Dec 19, 2006 to Feb 6, 2026
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