State Street US Equity Premium Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.02% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9797 | 2.31 | |
| 0.1543 | 9.38 | |
| 0.9409 | 38.88 | |
| 3.4597 | 4.72 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
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