State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:16.82% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5031 | 6.27 | |
| 0.0867 | 39.59 | |
| 0.9939 | 982.12 | |
| 10.1129 | 5.41 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
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