State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:16.62% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6959 | 8.19 | |
| 0.0879 | 32.37 | |
| 0.9863 | 531.40 | |
| 8.5510 | 5.33 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
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