V-Lab
Financial Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:13.74% (+0.46%)
Analysis last updated: Tuesday, April 30, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 18.40 | |
| 0.1051 | 37.78 | |
| 0.8851 | 327.08 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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