Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:22.42% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5329 | 6.21 | |
| 0.0867 | 39.75 | |
| 0.9940 | 993.01 | |
| 10.0260 | 5.48 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
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