State Street SPDR Portfolio S&P Sector Neutral Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.61% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7349 | 11.16 | |
| 0.0718 | 8.38 | |
| 0.8984 | 71.65 | |
| 7.3094 | 0.96 |
Estimation Period:
Sep 12, 2023 to Feb 6, 2026
Sep 12, 2023 to Feb 6, 2026
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