Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.86% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6759 | 5.75 | |
| 0.0962 | 39.99 | |
| 0.9903 | 560.74 | |
| 7.2330 | 7.77 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
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