V-Lab
Health Care Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:11.28% (-0.61%)
Analysis last updated: Thursday, April 18, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2098 | 5.35 | |
| 0.1003 | 7.58 | |
| 0.8536 | 52.61 | |
| -0.1118 | -3.13 | |
| 0.1995 | 3.83 | |
| -0.1280 | -3.71 | |
| 0.0524 | 1.54 | |
| 0.0037 | 0.12 | |
| -0.0704 | -1.61 |
Estimation Period:
Dec 22, 1998 to Apr 12, 2024
Dec 22, 1998 to Apr 12, 2024
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