Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:13.00% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9227 | 9.65 | |
| 0.0914 | 34.16 | |
| 0.9838 | 541.14 | |
| 8.6150 | 5.37 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
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