State Street SPDR Portfolio S&P 500 High Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.59% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2703 | 6.88 | |
| 0.1148 | 24.72 | |
| 0.9827 | 369.00 | |
| 9.2571 | 3.61 |
Estimation Period:
Oct 22, 2015 to Feb 6, 2026
Oct 22, 2015 to Feb 6, 2026
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