Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.60% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6909 | 5.71 | |
| 0.0962 | 40.09 | |
| 0.9904 | 566.27 | |
| 7.2354 | 7.80 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
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