V-Lab
Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:15.25% (+0.04%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0240 | 6.69 | |
| 0.0999 | 57.29 | |
| 0.9942 | 1088.91 | |
| 7 | 10.95 |
Estimation Period:
Dec 21, 1998 to Nov 1, 2024
Dec 21, 1998 to Nov 1, 2024
Other Financial Select Sector SPDR Fund Analyses