V-Lab
Materials Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.47% (+0.81%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3618 | 8.98 | |
| 0.0824 | 33.49 | |
| 0.9901 | 800.38 | |
| 12 | 3.79 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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