V-Lab
Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.89% (-0.60%)
Analysis last updated: Friday, April 26, 2024 at 10:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0227 | 5.96 | |
| 0.1122 | 9.19 | |
| 0.8565 | 60.06 | |
| -0.1207 | -3.49 | |
| 0.2657 | 5.26 | |
| -0.2742 | -7.66 | |
| 0.2079 | 5.61 | |
| -0.1074 | -3.13 | |
| 0.0351 | 1.47 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Financial Select Sector SPDR Fund Analyses