V-Lab
Consumer Discretionary Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.81% (-0.56%)
Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8677 | 259.02 | |
| 0.1470 | 38.02 | |
| 0.0258 | 4.93 | |
| 0.2087 | 5.60 | |
| 0.7760 | 19.42 |
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Dec 23, 1998 to Apr 26, 2024
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