State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.49% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4832 | 6.27 | |
| 0.0862 | 39.47 | |
| 0.9939 | 977.27 | |
| 10.1015 | 5.38 |
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Dec 22, 1998 to Mar 13, 2026
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