Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.68% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6812 | 5.73 | |
| 0.0961 | 40.04 | |
| 0.9903 | 561.08 | |
| 7.2226 | 7.79 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
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