V-Lab
Industrial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:13.90% (-0.40%)
Analysis last updated: Thursday, April 25, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7573 | 5.31 | |
| 0.0883 | 8.47 | |
| 0.8773 | 63.24 | |
| -0.1795 | -3.70 | |
| 0.3092 | 4.46 | |
| -0.2197 | -5.77 | |
| 0.1338 | 4.06 | |
| -0.0449 | -1.50 | |
| -0.0049 | -0.23 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
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