State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:17.39% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4924 | 6.28 | |
| 0.0868 | 39.55 | |
| 0.9939 | 978.22 | |
| 10.1270 | 5.39 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
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