State Street SPDR Portfolio S&P 400 Mid Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.60% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5273 | 8.52 | |
| 0.0890 | 25.22 | |
| 0.9812 | 404.30 | |
| 8.0790 | 4.58 |
Estimation Period:
Nov 15, 2005 to Feb 6, 2026
Nov 15, 2005 to Feb 6, 2026
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