State Street Energy Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.60% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0671 | 8.92 | |
| 0.0690 | 37.30 | |
| 0.9920 | 971.62 | |
| 11.3600 | 3.83 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
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