V-Lab
Financial Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:11.73% (-0.62%)
Analysis last updated: Wednesday, May 1, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0061 | 6.15 | |
| 0.1116 | 8.95 | |
| 0.8542 | 56.98 | |
| -0.1200 | -3.60 | |
| 0.2635 | 5.40 | |
| -0.2680 | -7.67 | |
| 0.1919 | 5.12 | |
| -0.0659 | -1.58 | |
| -0.0725 | -1.25 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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