Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:23.39% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5398 | 6.22 | |
| 0.0868 | 39.77 | |
| 0.9940 | 997.01 | |
| 10.0474 | 5.47 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
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