V-Lab
Consumer Staples Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:11.49% (+0.24%)
Analysis last updated: Wednesday, April 24, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8644 | 9.03 | |
| 0.1167 | 9.35 | |
| 0.8467 | 55.30 | |
| 0.0123 | 4.77 | |
| -0.0135 | -2.91 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
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