State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.24% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3247 | 5.05 | |
| 0.1281 | 24.82 | |
| 0.9799 | 225.37 | |
| 6.6125 | 5.68 |
Estimation Period:
Nov 30, 2015 to Feb 6, 2026
Nov 30, 2015 to Feb 6, 2026
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