Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:12.13% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3884 | 11.72 | |
| 0.0844 | 32.74 | |
| 0.9858 | 784.29 | |
| 10.4653 | 4.35 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
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