V-Lab
Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:15.55% (-0.53%)
Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7190 | 7.38 | |
| 0.0872 | 30.22 | |
| 0.9870 | 499.48 | |
| 9 | 4.83 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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