State Street Materials Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.42% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2798 | 10.06 | |
| 0.0837 | 35.13 | |
| 0.9888 | 794.21 | |
| 11.1718 | 4.20 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
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