State Street Materials Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.02% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2698 | 10.18 | |
| 0.0837 | 35.03 | |
| 0.9886 | 792.82 | |
| 11.1945 | 4.20 |
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Dec 22, 1998 to Mar 13, 2026
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