V-Lab
Energy Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:14.78% (-0.40%)
Analysis last updated: Tuesday, April 23, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 9.11 | |
| 0.1430 | 38.45 | |
| 0.9854 | 1191.53 | |
| -0.0682 | -21.50 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
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