V-Lab
Industrial Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:14.87% (-0.82%)
Analysis last updated: Thursday, May 2, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0125 | -4.37 | |
| 0.0714 | 36.91 | |
| 0.9079 | 393.90 | |
| 0.8049 | 26.57 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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