State Street SPDR Portfolio Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.68% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9494 | 9.03 | |
| 0.0872 | 29.44 | |
| 0.9833 | 518.61 | |
| 8.4217 | 4.54 |
Estimation Period:
Mar 23, 2007 to Feb 13, 2026
Mar 23, 2007 to Feb 13, 2026
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