State Street Financial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.44% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6513 | 5.79 | |
| 0.0957 | 39.82 | |
| 0.9902 | 559.43 | |
| 7.2428 | 7.73 |
Estimation Period:
Dec 22, 1998 to Feb 13, 2026
Dec 22, 1998 to Feb 13, 2026
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