Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:19.11% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0832 | 8.71 | |
| 0.0691 | 37.43 | |
| 0.9922 | 965.13 | |
| 11.2382 | 3.86 |
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Dec 22, 1998 to Nov 14, 2025
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