Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.71% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7004 | 8.03 | |
| 0.0883 | 32.38 | |
| 0.9863 | 523.80 | |
| 8.4639 | 5.39 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
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