V-Lab: SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 24th, 2024:12.35% (-0.05%)

Analysis last updated: Monday, December 23, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3660	6.39
$α$	0.0921	40.51
$β$	0.9896	560.98
$ν$	7	8.51

Estimation Period:
Jan 29, 1993 to Dec 20, 2024