State Street Financial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:19.89% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6509 | 5.77 | |
| 0.0955 | 39.76 | |
| 0.9902 | 558.81 | |
| 7.2297 | 7.74 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
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