SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.38% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3751 | 6.56 | |
| 0.0929 | 41.63 | |
| 0.9893 | 564.65 | |
| 6.7812 | 9.02 |
Estimation Period:
Jan 29, 1993 to Dec 5, 2025
Jan 29, 1993 to Dec 5, 2025
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