V-Lab
Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:19.00% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1228 | 8.53 | |
| 0.0695 | 37.24 | |
| 0.9922 | 954.03 | |
| 11.1229 | 3.90 |
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Dec 22, 1998 to Jul 25, 2025
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