State Street SPDR Portfolio S&P 500 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.09% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1786 | 8.78 | |
| 0.0963 | 40.80 | |
| 0.9852 | 556.32 | |
| 6.7772 | 8.63 |
Estimation Period:
Oct 2, 2000 to Feb 6, 2026
Oct 2, 2000 to Feb 6, 2026
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