V-Lab
Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:12.41% (-0.40%)
Analysis last updated: Friday, May 3, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0274 | 5.98 | |
| 0.1122 | 9.20 | |
| 0.8567 | 60.22 | |
| -0.1199 | -3.47 | |
| 0.2645 | 5.24 | |
| -0.2735 | -7.65 | |
| 0.2077 | 5.62 | |
| -0.1085 | -3.17 | |
| 0.0367 | 1.53 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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