V-Lab: SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis

V-Lab

SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:12.32% (-0.84%)

Analysis last updated: Tuesday, July 1, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4008	6.55
$α$	0.0931	41.98
$β$	0.9895	580.38
$ν$	6.8206	9.08

Estimation Period:
Jan 29, 1993 to Jun 27, 2025