V-Lab
Energy Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:19.03% (-0.47%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 4.61 | |
| 0.0716 | 36.13 | |
| 0.9158 | 450.46 | |
| 0.6290 | 25.78 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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