V-Lab
Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:13.68% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4132 | 11.36 | |
| 0.0854 | 32.53 | |
| 0.9859 | 763.67 | |
| 10.3400 | 4.41 |
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Dec 22, 1998 to Jun 27, 2025
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