State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:16.73% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6836 | 8.17 | |
| 0.0875 | 32.30 | |
| 0.9862 | 528.52 | |
| 8.5050 | 5.34 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
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