State Street Energy Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:26.13% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1012 | 8.82 | |
| 0.0692 | 37.33 | |
| 0.9921 | 974.57 | |
| 11.3096 | 3.85 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
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