V-Lab
Financial Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.34% (-0.54%)
Analysis last updated: Friday, April 26, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 26.17 | |
| 0.0860 | 30.92 | |
| 0.9083 | 401.39 | |
| 0.5575 | 18.92 | |
| 1.4268 | 37.18 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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