V-Lab
SPDR S&P Kensho Clean Power ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:26.86% (-0.68%)
Analysis last updated: Monday, November 4, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0755 | 9.81 | |
| 0.0957 | 30.55 | |
| 0.8914 | 283.97 | |
| 0.1782 | 2.23 |
Estimation Period:
Oct 23, 2018 to Nov 1, 2024
Oct 23, 2018 to Nov 1, 2024
News Impact Curve
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