State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.58% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6950 | 8.17 | |
| 0.0875 | 32.33 | |
| 0.9863 | 531.70 | |
| 8.5370 | 5.33 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
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