V-Lab
Industrial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.49% (-0.41%)
Analysis last updated: Friday, April 26, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7582 | 5.32 | |
| 0.0882 | 8.46 | |
| 0.8774 | 63.31 | |
| -0.1789 | -3.70 | |
| 0.3083 | 4.46 | |
| -0.2194 | -5.78 | |
| 0.1340 | 4.07 | |
| -0.0455 | -1.52 | |
| -0.0044 | -0.21 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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