State Street SPDR S&P Global Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.43% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7796 | 7.84 | |
| 0.1057 | 20.56 | |
| 0.9706 | 238.37 | |
| 7.4752 | 3.77 |
Estimation Period:
May 30, 2013 to Feb 6, 2026
May 30, 2013 to Feb 6, 2026
Other State Street SPDR S&P Global Dividend ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs