V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.45% (-0.43%)
Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8767 | 9.21 | |
| 0.1164 | 9.41 | |
| 0.8471 | 55.77 | |
| 0.0127 | 5.83 | |
| -0.0146 | -5.31 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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