V-Lab
Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.65% (+0.28%)
Analysis last updated: Friday, April 26, 2024 at 10:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1823 | 8.30 | |
| 0.0711 | 36.20 | |
| 0.9928 | 986.87 | |
| 13 | 3.09 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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