Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.80% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0836 | 8.75 | |
| 0.0691 | 37.41 | |
| 0.9921 | 968.89 | |
| 11.2668 | 3.85 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
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