V-Lab
Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:20.40% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1380 | 8.52 | |
| 0.0698 | 37.18 | |
| 0.9922 | 952.19 | |
| 11.1175 | 3.91 |
Estimation Period:
Dec 22, 1998 to Jun 18, 2025
Dec 22, 1998 to Jun 18, 2025
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