V-Lab
Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.15% (+0.05%)
Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3832 | 6.06 | |
| 0.0825 | 38.16 | |
| 0.9942 | 1017.64 | |
| 10 | 5.42 |
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Dec 23, 1998 to Apr 26, 2024
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