V-Lab
Utilities Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.75% (+0.91%)
Analysis last updated: Friday, April 26, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 16.93 | |
| 0.0842 | 34.84 | |
| 0.8964 | 353.47 | |
| 0.2970 | 14.60 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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