State Street Utilities Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:13.49% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3823 | 11.79 | |
| 0.0840 | 32.71 | |
| 0.9857 | 781.06 | |
| 10.4448 | 4.34 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
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