State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:15.32% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9241 | 9.83 | |
| 0.0915 | 34.20 | |
| 0.9837 | 546.20 | |
| 8.7070 | 5.34 |
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Dec 22, 1998 to Mar 13, 2026
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