V-Lab
Materials Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:13.34% (-0.57%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3660 | 8.93 | |
| 0.0826 | 33.49 | |
| 0.9901 | 796.52 | |
| 12 | 3.80 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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