V-Lab
Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:14.88% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1200 | 6.57 | |
| 0.1213 | 9.21 | |
| 0.8451 | 56.66 | |
| -0.0860 | -2.67 | |
| 0.2031 | 4.26 | |
| -0.2273 | -7.30 | |
| 0.1868 | 6.03 | |
| -0.1101 | -3.76 | |
| 0.0411 | 1.86 |
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Dec 22, 1998 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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