State Street Energy Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.57% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0991 | 8.87 | |
| 0.0690 | 37.34 | |
| 0.9921 | 981.33 | |
| 11.3609 | 3.83 |
Estimation Period:
Dec 22, 1998 to Feb 13, 2026
Dec 22, 1998 to Feb 13, 2026
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