Materials Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:16.05% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2908 | 9.88 | |
| 0.0837 | 35.28 | |
| 0.9889 | 791.16 | |
| 11.1068 | 4.22 |
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Dec 22, 1998 to Nov 14, 2025
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