Materials Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.16% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2968 | 9.83 | |
| 0.0837 | 35.22 | |
| 0.9889 | 787.37 | |
| 11.0746 | 4.23 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
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