State Street SPDR Portfolio MSCI Global Stock Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.42% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4735 | 4.85 | |
| 0.0904 | 41.92 | |
| 0.9851 | 287.03 | |
| 3.4309 | 29.59 |
Estimation Period:
Mar 6, 2012 to Feb 13, 2026
Mar 6, 2012 to Feb 13, 2026
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