State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.87% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9253 | 9.78 | |
| 0.0918 | 34.19 | |
| 0.9836 | 542.25 | |
| 8.6666 | 5.35 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
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