V-Lab
Materials Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.89% (-0.35%)
Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 20.95 | |
| 0.0700 | 29.93 | |
| 0.9274 | 440.97 | |
| 0.5375 | 17.73 | |
| 1.2820 | 31.29 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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