V-Lab
Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:14.49% (+0.59%)
Analysis last updated: Monday, May 6, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7329 | 6.63 | |
| 0.0833 | 30.33 | |
| 0.9882 | 509.62 | |
| 8 | 5.39 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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