V-Lab
Industrial Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:13.54% (+1.84%)
Analysis last updated: Tuesday, April 30, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7483 | 5.45 | |
| 0.0879 | 8.36 | |
| 0.8753 | 60.72 | |
| -0.1789 | -3.82 | |
| 0.3077 | 4.60 | |
| -0.2159 | -5.87 | |
| 0.1226 | 3.77 | |
| -0.0124 | -0.36 | |
| -0.0988 | -2.08 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
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