V-Lab
Financial Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.76% (-0.51%)
Analysis last updated: Friday, April 26, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 5.62 | |
| 0.1562 | 36.28 | |
| 0.9838 | 914.30 | |
| -0.1021 | -27.35 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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