V-Lab
Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:16.92% (+0.55%)
Analysis last updated: Tuesday, April 23, 2024 at 10:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3910 | 6.04 | |
| 0.0826 | 38.20 | |
| 0.9943 | 1018.70 | |
| 10 | 5.43 |
Estimation Period:
Dec 23, 1998 to Apr 19, 2024
Dec 23, 1998 to Apr 19, 2024
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