V-Lab
Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:15.76% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5228 | 6.24 | |
| 0.0876 | 39.64 | |
| 0.9940 | 989.01 | |
| 10.1351 | 5.40 |
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Dec 22, 1998 to Jul 25, 2025
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