Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:11.20% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2536 | 7.99 | |
| 0.0897 | 30.98 | |
| 0.9821 | 390.50 | |
| 7.5127 | 5.46 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
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