V-Lab
Utilities Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:16.15% (-0.56%)
Analysis last updated: Tuesday, April 30, 2024 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 23.01 | |
| 0.0913 | 36.99 | |
| 0.8948 | 360.66 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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