Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:15.64% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2650 | 7.91 | |
| 0.0896 | 31.00 | |
| 0.9823 | 391.05 | |
| 7.5509 | 5.40 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
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