V-Lab
Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:17.16% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1010 | 8.57 | |
| 0.0693 | 37.36 | |
| 0.9922 | 953.09 | |
| 11.1395 | 3.89 |
Estimation Period:
Dec 22, 1998 to Sep 12, 2025
Dec 22, 1998 to Sep 12, 2025
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