State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.74% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4740 | 6.27 | |
| 0.0864 | 39.47 | |
| 0.9938 | 971.50 | |
| 10.0857 | 5.40 |
Estimation Period:
Dec 22, 1998 to Feb 13, 2026
Dec 22, 1998 to Feb 13, 2026
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