State Street SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:16.86% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3688 | 6.59 | |
| 0.0926 | 41.49 | |
| 0.9892 | 562.67 | |
| 6.7853 | 8.98 |
Estimation Period:
Jan 29, 1993 to Mar 20, 2026
Jan 29, 1993 to Mar 20, 2026
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