V-Lab
Utilities Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:17.61% (-0.49%)
Analysis last updated: Thursday, May 2, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3225 | 9.89 | |
| 0.0939 | 8.69 | |
| 0.8821 | 76.49 | |
| 0.0053 | 4.77 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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