State Street Financial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.68% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6418 | 5.80 | |
| 0.0956 | 39.77 | |
| 0.9902 | 559.11 | |
| 7.2488 | 7.72 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
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