V-Lab
Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:11.37% (-0.53%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7217 | 7.47 | |
| 0.0878 | 30.18 | |
| 0.9872 | 514.97 | |
| 9 | 4.73 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
Other Industrial Select Sector SPDR Fund Analyses