V-Lab
Consumer Staples Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:9.85% (-0.04%)
Analysis last updated: Thursday, April 25, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0031 | -1.83 | |
| 0.1697 | 40.32 | |
| 0.9744 | 780.18 | |
| -0.1099 | -28.42 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
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