State Street SPDR S&P 1500 Value Tilt ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1,042.69% (-55.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121.1529 | 18.16 | |
| 0.0752 | 154.39 | |
| 0.9981 | 8,911.50 | |
| 2.0001 | 20,000,750.00 |
Estimation Period:
Oct 25, 2012 to Feb 6, 2026
Oct 25, 2012 to Feb 6, 2026
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