V-Lab
Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:16.37% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7686 | 5.68 | |
| 0.0974 | 40.48 | |
| 0.9905 | 570.25 | |
| 7.2522 | 7.85 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
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