State Street Energy Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:21.12% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0866 | 8.84 | |
| 0.0690 | 37.35 | |
| 0.9921 | 974.56 | |
| 11.3134 | 3.85 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
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