V-Lab: Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

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V-Lab

Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:11.98% (-0.68%)

Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2660	6.89
$α$	0.0846	30.68
$β$	0.9841	384.73
$ν$	7	5.69

Estimation Period:
Dec 22, 1998 to Apr 26, 2024

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