V-Lab
Industrial Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:16.81% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7418 | 7.64 | |
| 0.0878 | 32.33 | |
| 0.9868 | 515.84 | |
| 8.3770 | 5.39 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
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