State Street SPDR Portfolio Developed World ex-US ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.42% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7368 | 6.26 | |
| 0.0974 | 35.20 | |
| 0.9897 | 637.27 | |
| 7.0704 | 7.34 |
Estimation Period:
Apr 26, 2007 to Feb 6, 2026
Apr 26, 2007 to Feb 6, 2026
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