State Street Financial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.14% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6635 | 5.77 | |
| 0.0960 | 39.94 | |
| 0.9903 | 562.01 | |
| 7.2460 | 7.75 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
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