State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.87% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6971 | 8.17 | |
| 0.0880 | 32.38 | |
| 0.9863 | 529.68 | |
| 8.5390 | 5.34 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
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