V-Lab
Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:20.90% (-0.75%)
Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1478 | 6.58 | |
| 0.0750 | 8.04 | |
| 0.9170 | 101.37 | |
| 0.0005 | 1.20 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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