Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.89% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9217 | 9.71 | |
| 0.0923 | 34.10 | |
| 0.9837 | 541.38 | |
| 8.6740 | 5.35 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
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