State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:11.97% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9199 | 9.75 | |
| 0.0915 | 34.17 | |
| 0.9837 | 542.88 | |
| 8.6486 | 5.36 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
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