V-Lab
V-Lab

Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:9.11% (-0.47%)

Analysis last updated: Thursday, March 28, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Staples Select Sector SPDR Fund GAS-GARCH-T
paramt-stat
ω0.96169.20
α0.096834.17
β0.9839517.05
ν95.59
Estimation Period:
Dec 22, 1998 to Mar 28, 2024