State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.61% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5027 | 6.25 | |
| 0.0867 | 39.51 | |
| 0.9939 | 982.13 | |
| 10.0873 | 5.43 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
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