Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:21.30% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1015 | 8.64 | |
| 0.0692 | 37.30 | |
| 0.9921 | 956.73 | |
| 11.1755 | 3.88 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
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