State Street SPDR Portfolio Europe ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.68% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5959 | 4.88 | |
| 0.0832 | 36.83 | |
| 0.9940 | 885.11 | |
| 6.6137 | 9.36 |
Estimation Period:
Oct 21, 2002 to Feb 13, 2026
Oct 21, 2002 to Feb 13, 2026
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