SP Funds S&P World EX US ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.94% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1859 | 12.70 | |
| 0.0744 | 5.70 | |
| 0.8345 | 43.64 | |
| 7.6776 | 0.66 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
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