State Street SPDR S&P Oil & Gas Exploration & Production ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:27.14% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8753 | 4.28 | |
| 0.0627 | 29.16 | |
| 0.9921 | 488.48 | |
| 8.0373 | 3.53 |
Estimation Period:
Jun 22, 2006 to Nov 7, 2025
Jun 22, 2006 to Nov 7, 2025
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