V-Lab
Industrial Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:14.30% (+1.64%)
Analysis last updated: Tuesday, April 30, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 18.38 | |
| 0.0843 | 34.48 | |
| 0.9030 | 329.07 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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