Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.15% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3956 | 11.65 | |
| 0.0848 | 32.70 | |
| 0.9858 | 777.44 | |
| 10.4385 | 4.37 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
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