V-Lab
Energy Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:18.38% (-0.59%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 22.04 | |
| 0.0738 | 37.25 | |
| 0.9262 | 487.74 | |
| 0.4800 | 24.89 | |
| 1.1718 | 28.47 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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