State Street Financial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:16.65% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6483 | 5.76 | |
| 0.0957 | 39.81 | |
| 0.9902 | 556.28 | |
| 7.2165 | 7.75 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
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