V-Lab
Health Care Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:12.14% (-0.50%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 18.93 | |
| 0.0970 | 33.43 | |
| 0.8855 | 292.83 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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