V-Lab
Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:18.13% (-0.39%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1218 | 8.40 | |
| 0.0706 | 35.57 | |
| 0.9925 | 955.23 | |
| 13 | 3.10 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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