State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.50% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6959 | 8.12 | |
| 0.0880 | 32.38 | |
| 0.9863 | 527.99 | |
| 8.5087 | 5.35 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
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