State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.72% (-0.47%)
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
Other State Street Industrial Select Sector SPDR ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs