V-Lab
Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:24.44% (-0.84%)
Analysis last updated: Thursday, January 30, 2025 at 10:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7546 | 5.50 | |
| 0.0974 | 38.11 | |
| 0.9907 | 563.23 | |
| 8 | 7.06 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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