V-Lab
Consumer Discretionary Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.88% (-0.54%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 22.79 | |
| 0.0728 | 26.86 | |
| 0.9218 | 450.30 | |
| 0.5433 | 16.83 | |
| 1.4374 | 36.23 |
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Dec 23, 1998 to Apr 26, 2024
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