V-Lab
Industrial Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.74% (-0.55%)
Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 4.23 | |
| 0.1188 | 25.62 | |
| 0.9812 | 843.71 | |
| -0.1042 | -29.95 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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