State Street Utilities Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.03% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3877 | 11.75 | |
| 0.0843 | 32.71 | |
| 0.9858 | 781.73 | |
| 10.4514 | 4.35 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
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