Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.84% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3939 | 11.73 | |
| 0.0846 | 32.72 | |
| 0.9858 | 783.01 | |
| 10.4780 | 4.35 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
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