V-Lab
Industrial Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:14.03% (-0.47%)
Analysis last updated: Monday, May 6, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 4.23 | |
| 0.1186 | 25.60 | |
| 0.9813 | 844.45 | |
| -0.1041 | -29.93 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Industrial Select Sector SPDR Fund Analyses