V-Lab
Technology Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:20.08% (-1.12%)
Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0044 | -0.91 | |
| 0.0846 | 34.07 | |
| 0.8996 | 356.55 | |
| 0.7106 | 13.70 |
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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