State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:15.02% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9221 | 9.77 | |
| 0.0917 | 34.18 | |
| 0.9836 | 540.13 | |
| 8.6415 | 5.36 |
Estimation Period:
Dec 22, 1998 to Jan 16, 2026
Dec 22, 1998 to Jan 16, 2026
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