State Street SPDR Portfolio Treasury ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.43% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1199 | 8.59 | |
| 0.0294 | 8.82 | |
| 0.9990 | 829.73 | |
| 9.9276 | 1.66 |
Estimation Period:
May 21, 2024 to Feb 6, 2026
May 21, 2024 to Feb 6, 2026
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