V-Lab
SPDR S&P Kensho Clean Power ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:29.72% (+0.86%)
Analysis last updated: Monday, November 4, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5508 | 9.62 | |
| 0.0647 | 22.71 | |
| 0.9919 | 853.58 | |
| 8 | 6.21 |
Estimation Period:
Oct 23, 2018 to Nov 1, 2024
Oct 23, 2018 to Nov 1, 2024
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