State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.97% (+3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6956 | 8.13 | |
| 0.0876 | 32.30 | |
| 0.9863 | 529.42 | |
| 8.5201 | 5.34 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
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