V-Lab
Health Care Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.22% (-0.68%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 27.09 | |
| 0.0827 | 20.60 | |
| 0.9024 | 261.94 | |
| 0.6874 | 15.22 | |
| 1.3093 | 36.87 |
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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