V-Lab
Consumer Staples Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:9.76% (-0.09%)
Analysis last updated: Friday, April 26, 2024 at 09:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0031 | -1.83 | |
| 0.1697 | 40.31 | |
| 0.9745 | 780.18 | |
| -0.1100 | -28.45 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
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