V-Lab
Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:18.49% (-0.30%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1518 | 6.58 | |
| 0.0753 | 8.04 | |
| 0.9167 | 101.02 | |
| 0.0005 | 1.23 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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