State Street SPDR Portfolio S&P 600 Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.22% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6229 | 7.78 | |
| 0.0857 | 19.05 | |
| 0.9765 | 277.50 | |
| 7.6350 | 3.78 |
Estimation Period:
Jul 9, 2013 to Feb 6, 2026
Jul 9, 2013 to Feb 6, 2026
Other State Street SPDR Portfolio S&P 600 Small Cap ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs