State Street Materials Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:21.51% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2909 | 10.06 | |
| 0.0840 | 35.15 | |
| 0.9888 | 792.28 | |
| 11.1777 | 4.21 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
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