Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:21.49% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5132 | 6.20 | |
| 0.0867 | 39.65 | |
| 0.9940 | 985.09 | |
| 10.0064 | 5.48 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
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