State Street Materials Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.54% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2822 | 10.17 | |
| 0.0840 | 35.08 | |
| 0.9887 | 795.41 | |
| 11.2302 | 4.20 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
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