State Street Utilities Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:16.45% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3885 | 11.76 | |
| 0.0842 | 32.68 | |
| 0.9857 | 779.21 | |
| 10.4414 | 4.35 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
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