V-Lab
Technology Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:25.09% (+2.98%)
Analysis last updated: Friday, May 3, 2024 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2210 | 5.85 | |
| 0.0821 | 47.99 | |
| 0.9952 | 1147.84 | |
| 8 | 7.48 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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