State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:11.96% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9180 | 9.80 | |
| 0.0916 | 34.16 | |
| 0.9835 | 539.21 | |
| 8.6308 | 5.36 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
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