V-Lab
Utilities Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.37% (+0.74%)
Analysis last updated: Friday, April 26, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 26.85 | |
| 0.0732 | 28.73 | |
| 0.9087 | 353.72 | |
| 0.2920 | 13.19 | |
| 1.8322 | 31.70 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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