Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.15% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9244 | 9.57 | |
| 0.0917 | 34.02 | |
| 0.9838 | 536.70 | |
| 8.5987 | 5.37 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
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