State Street Financial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.69% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6455 | 5.75 | |
| 0.0958 | 39.84 | |
| 0.9902 | 557.24 | |
| 7.2172 | 7.76 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
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