V-Lab
Consumer Discretionary Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:15.38% (-0.63%)
Analysis last updated: Thursday, April 25, 2024 at 10:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 15.81 | |
| 0.0868 | 42.92 | |
| 0.9063 | 435.29 |
Estimation Period:
Dec 23, 1998 to Apr 19, 2024
Dec 23, 1998 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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