V-Lab
Financial Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:9.92% (-0.77%)
Analysis last updated: Friday, May 10, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0155 | -4.22 | |
| 0.0972 | 36.26 | |
| 0.8846 | 320.62 | |
| 0.7835 | 26.87 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other Financial Select Sector SPDR Fund Analyses