Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:23.96% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5442 | 6.23 | |
| 0.0867 | 39.77 | |
| 0.9940 | 1,002.05 | |
| 10.0749 | 5.46 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
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