V-Lab
Consumer Staples Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.57% (-0.42%)
Analysis last updated: Friday, April 26, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8652 | 9.03 | |
| 0.1166 | 9.35 | |
| 0.8469 | 55.38 | |
| 0.0123 | 4.79 | |
| -0.0136 | -2.94 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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