V-Lab
Energy Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:17.82% (-0.21%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1177 | 8.30 | |
| 0.0702 | 35.56 | |
| 0.9925 | 948.86 | |
| 12 | 3.16 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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