V-Lab
Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:12.77% (-0.33%)
Analysis last updated: Friday, May 10, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0288 | 5.98 | |
| 0.1121 | 9.20 | |
| 0.8569 | 60.35 | |
| -0.1192 | -3.45 | |
| 0.2631 | 5.21 | |
| -0.2724 | -7.65 | |
| 0.2073 | 5.62 | |
| -0.1088 | -3.19 | |
| 0.0372 | 1.56 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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