V-Lab
Industrial Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:15.39% (-0.26%)
Analysis last updated: Friday, April 19, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0125 | -4.37 | |
| 0.0715 | 36.93 | |
| 0.9079 | 393.71 | |
| 0.8051 | 26.56 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
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