V-Lab
Industrial Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:12.79% (-0.20%)
Analysis last updated: Wednesday, April 17, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 18.38 | |
| 0.0845 | 34.46 | |
| 0.9028 | 328.03 |
Estimation Period:
Dec 22, 1998 to Apr 12, 2024
Dec 22, 1998 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other Industrial Select Sector SPDR Fund Analyses