Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.34% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0829 | 8.64 | |
| 0.0691 | 37.41 | |
| 0.9922 | 960.48 | |
| 11.1843 | 3.87 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
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