V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:10.88% (-0.47%)
Analysis last updated: Thursday, April 25, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8779 | 9.21 | |
| 0.1165 | 9.41 | |
| 0.8469 | 55.67 | |
| 0.0128 | 5.84 | |
| -0.0147 | -5.32 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
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