V-Lab
Energy Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:18.48% (-0.58%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 9.44 | |
| 0.1422 | 38.72 | |
| 0.9855 | 1230.37 | |
| -0.0666 | -21.41 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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