V-Lab
Industrial Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:12.61% (+0.05%)
Analysis last updated: Wednesday, April 24, 2024 at 09:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7477 | 5.44 | |
| 0.0880 | 8.37 | |
| 0.8752 | 60.68 | |
| -0.1795 | -3.82 | |
| 0.3085 | 4.60 | |
| -0.2162 | -5.86 | |
| 0.1222 | 3.75 | |
| -0.0114 | -0.33 | |
| -0.1005 | -2.11 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
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