V-Lab
Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.35% (-0.53%)
Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9579 | 9.31 | |
| 0.0966 | 34.16 | |
| 0.9839 | 520.84 | |
| 9 | 5.55 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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