V-Lab
Financial Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:15.28% (+0.42%)
Analysis last updated: Thursday, April 25, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 5.65 | |
| 0.1565 | 36.28 | |
| 0.9837 | 914.25 | |
| -0.1022 | -27.35 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
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