V-Lab
V-Lab

Financial Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:11.76% (-0.26%)

Analysis last updated: Wednesday, March 27, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund AGARCH
paramt-stat
ω-0.0156-4.22
α0.097536.16
β0.8843318.08
γ0.785926.90
Estimation Period:
Dec 22, 1998 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts