V-Lab
Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:14.68% (-0.40%)
Analysis last updated: Thursday, April 18, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1746 | 6.45 | |
| 0.0766 | 8.00 | |
| 0.9155 | 98.92 | |
| 0.0006 | 1.33 |
Estimation Period:
Dec 22, 1998 to Apr 12, 2024
Dec 22, 1998 to Apr 12, 2024
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