Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.97% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7099 | 7.97 | |
| 0.0884 | 32.35 | |
| 0.9864 | 521.05 | |
| 8.4375 | 5.40 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
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