V-Lab
Financial Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:10.43% (-0.49%)
Analysis last updated: Thursday, May 16, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0086 | 6.17 | |
| 0.1114 | 8.94 | |
| 0.8544 | 57.01 | |
| -0.1186 | -3.57 | |
| 0.2608 | 5.38 | |
| -0.2661 | -7.70 | |
| 0.1910 | 5.15 | |
| -0.0656 | -1.59 | |
| -0.0761 | -1.32 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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