Materials Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.87% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3050 | 9.78 | |
| 0.0840 | 35.20 | |
| 0.9889 | 783.62 | |
| 11.0470 | 4.25 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
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