V-Lab
Financial Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:13.49% (-0.63%)
Analysis last updated: Friday, May 3, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 5.62 | |
| 0.1562 | 36.28 | |
| 0.9838 | 916.90 | |
| -0.1019 | -27.30 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Financial Select Sector SPDR Fund Analyses