V-Lab
Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:13.75% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1336 | 6.62 | |
| 0.1204 | 9.20 | |
| 0.8464 | 57.24 | |
| -0.0815 | -2.54 | |
| 0.1952 | 4.09 | |
| -0.2213 | -7.13 | |
| 0.1839 | 5.98 | |
| -0.1112 | -3.85 | |
| 0.0435 | 2.01 |
Estimation Period:
Dec 22, 1998 to Aug 22, 2025
Dec 22, 1998 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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