V-Lab
Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:24.62% (-0.08%)
Analysis last updated: Wednesday, March 5, 2025 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1445 | 6.63 | |
| 0.0745 | 8.04 | |
| 0.9174 | 101.97 | |
| 0.0005 | 1.20 |
Estimation Period:
Dec 22, 1998 to Feb 28, 2025
Dec 22, 1998 to Feb 28, 2025
News Impact Curve
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