State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.26% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4695 | 6.27 | |
| 0.0864 | 39.44 | |
| 0.9938 | 970.54 | |
| 10.0935 | 5.39 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs