V-Lab
Utilities Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.18% (+1.06%)
Analysis last updated: Friday, April 26, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 5.50 | |
| 0.1668 | 33.00 | |
| 0.9781 | 1017.84 | |
| -0.0588 | -13.27 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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