V-Lab
Utilities Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.33% (+0.20%)
Analysis last updated: Friday, April 26, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4637 | 9.07 | |
| 0.0931 | 8.66 | |
| 0.8848 | 78.00 | |
| 0.0103 | 4.25 | |
| -0.0123 | -3.96 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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