V-Lab
Financial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:14.65% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7448 | 5.69 | |
| 0.0971 | 40.26 | |
| 0.9905 | 567.27 | |
| 7.2382 | 7.84 |
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Dec 22, 1998 to Jun 27, 2025
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