V-Lab
Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:18.81% (-1.18%)
Analysis last updated: Monday, December 23, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0918 | 6.46 | |
| 0.1178 | 9.28 | |
| 0.8494 | 57.95 | |
| -0.0979 | -2.95 | |
| 0.2268 | 4.63 | |
| -0.2487 | -7.64 | |
| 0.1996 | 6.06 | |
| -0.1129 | -3.60 | |
| 0.0410 | 1.74 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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