V-Lab
V-Lab
Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:13.77% (+1.59%)

Analysis last updated: Monday, May 6, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund GAS-GARCH-T
paramt-stat
ω2.82925.39
α0.093241.83
β0.9917634.52
ν78.44
Estimation Period:
Dec 22, 1998 to May 3, 2024