Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.80% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6980 | 8.08 | |
| 0.0881 | 32.37 | |
| 0.9863 | 524.62 | |
| 8.4796 | 5.37 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
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