V-Lab
Technology Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:21.97% (-0.80%)
Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 8.26 | |
| 0.1480 | 34.81 | |
| 0.9806 | 1013.07 | |
| -0.0924 | -21.65 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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