State Street Materials Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.86% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3009 | 10.07 | |
| 0.0842 | 35.10 | |
| 0.9888 | 794.84 | |
| 11.2120 | 4.20 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
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