State Street SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.86% (+2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3692 | 6.57 | |
| 0.0929 | 41.44 | |
| 0.9891 | 558.20 | |
| 6.7625 | 9.01 |
Estimation Period:
Jan 29, 1993 to Feb 6, 2026
Jan 29, 1993 to Feb 6, 2026
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