V-Lab
Energy Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:15.82% (-0.37%)
Analysis last updated: Thursday, April 18, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2383 | 6.77 | |
| 0.0767 | 7.91 | |
| 0.9143 | 96.62 | |
| 0.0026 | 1.65 |
Estimation Period:
Dec 22, 1998 to Apr 12, 2024
Dec 22, 1998 to Apr 12, 2024
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