State Street Energy Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:18.20% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0723 | 8.84 | |
| 0.0690 | 37.53 | |
| 0.9922 | 980.39 | |
| 11.3312 | 3.85 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
Other State Street Energy Select Sector SPDR ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs