V-Lab
SPDR S&P Kensho Clean Power ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:30.21% (+0.50%)
Analysis last updated: Monday, November 4, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 9.27 | |
| 0.1420 | 14.02 | |
| 0.9813 | 556.60 | |
| -0.0190 | -2.35 |
Estimation Period:
Oct 23, 2018 to Nov 1, 2024
Oct 23, 2018 to Nov 1, 2024
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