State Street Materials Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:19.28% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2929 | 9.95 | |
| 0.0835 | 35.24 | |
| 0.9889 | 796.24 | |
| 11.1542 | 4.21 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
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