State Street SPDR Portfolio S&P 500 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.14% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2429 | 5.05 | |
| 0.0897 | 35.44 | |
| 0.9848 | 300.24 | |
| 4.3336 | 14.00 |
Estimation Period:
Nov 15, 2005 to Feb 6, 2026
Nov 15, 2005 to Feb 6, 2026
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