State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.26% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9210 | 9.83 | |
| 0.0916 | 34.15 | |
| 0.9836 | 542.51 | |
| 8.6744 | 5.34 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
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