V-Lab
Consumer Discretionary Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:17.79% (-0.57%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 5.91 | |
| 0.1433 | 32.78 | |
| 0.9845 | 1042.94 | |
| -0.0854 | -22.06 |
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Dec 23, 1998 to Apr 26, 2024
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