Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:10.37% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2534 | 7.96 | |
| 0.0900 | 30.99 | |
| 0.9821 | 389.58 | |
| 7.4962 | 5.49 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
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