V-Lab: Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 24th, 2024:15.71% (-1.00%)

Analysis last updated: Monday, December 23, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7659	5.47
$α$	0.0976	38.11
$β$	0.9908	563.58
$ν$	8	7.10

Estimation Period:
Dec 22, 1998 to Dec 20, 2024

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