V-Lab
Technology Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:20.73% (+2.14%)
Analysis last updated: Tuesday, April 30, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 16.47 | |
| 0.0904 | 42.45 | |
| 0.9017 | 419.57 |
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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