Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:13.04% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6747 | 5.72 | |
| 0.0962 | 40.07 | |
| 0.9903 | 560.45 | |
| 7.2145 | 7.81 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
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