State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.67% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4528 | 6.96 | |
| 0.0974 | 36.51 | |
| 0.9879 | 528.86 | |
| 7.5666 | 6.92 |
Estimation Period:
Oct 10, 2000 to Feb 6, 2026
Oct 10, 2000 to Feb 6, 2026
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