V-Lab
Financial Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 22nd, 2024:13.52% (-0.13%)
Analysis last updated: Tuesday, May 21, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 18.31 | |
| 0.1050 | 37.78 | |
| 0.8852 | 327.75 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
News Impact Curve
Volatility Forecasts
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