V-Lab
Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:19.18% (+1.21%)
Analysis last updated: Wednesday, March 5, 2025 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7009 | 7.45 | |
| 0.0867 | 30.22 | |
| 0.9869 | 500.71 | |
| 9 | 4.83 |
Estimation Period:
Dec 22, 1998 to Feb 28, 2025
Dec 22, 1998 to Feb 28, 2025
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