Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:14.21% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9246 | 9.59 | |
| 0.0915 | 34.10 | |
| 0.9838 | 538.78 | |
| 8.6040 | 5.37 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
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