State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.43% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9210 | 9.72 | |
| 0.0915 | 34.14 | |
| 0.9836 | 538.67 | |
| 8.6158 | 5.37 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
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