Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:13.67% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6979 | 8.04 | |
| 0.0883 | 32.41 | |
| 0.9863 | 524.08 | |
| 8.4688 | 5.39 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
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