V-Lab
SPDR S&P Kensho Clean Power ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:28.58% (+0.16%)
Analysis last updated: Monday, November 4, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 6.57 | |
| 0.0480 | 9.42 | |
| 0.9323 | 240.73 | |
| 0.0265 | 1.99 |
Estimation Period:
Oct 23, 2018 to Nov 1, 2024
Oct 23, 2018 to Nov 1, 2024
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