State Street Utilities Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:13.90% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3788 | 11.95 | |
| 0.0841 | 32.74 | |
| 0.9856 | 782.19 | |
| 10.4912 | 4.32 |
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Dec 22, 1998 to Mar 13, 2026
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