V-Lab
Consumer Discretionary Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:17.24% (-0.40%)
Analysis last updated: Thursday, April 18, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4873 | 6.94 | |
| 0.0864 | 10.35 | |
| 0.9011 | 101.08 | |
| 0.0047 | 2.97 |
Estimation Period:
Dec 23, 1998 to Apr 12, 2024
Dec 23, 1998 to Apr 12, 2024
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