V-Lab
Consumer Staples Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:9.58% (+0.39%)
Analysis last updated: Friday, April 26, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -0.31 | |
| 0.0900 | 40.37 | |
| 0.8867 | 368.39 | |
| 0.5000 | 31.18 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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