V-Lab
Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:16.33% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1193 | 6.57 | |
| 0.1215 | 9.22 | |
| 0.8448 | 56.52 | |
| -0.0871 | -2.70 | |
| 0.2058 | 4.31 | |
| -0.2306 | -7.38 | |
| 0.1894 | 6.07 | |
| -0.1106 | -3.74 | |
| 0.0404 | 1.81 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
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