V-Lab
Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:25.82% (-0.70%)
Analysis last updated: Thursday, January 30, 2025 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7159 | 7.43 | |
| 0.0870 | 30.27 | |
| 0.9870 | 503.31 | |
| 9 | 4.81 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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