V-Lab
Industrial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:20.00% (-0.53%)
Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.9002 | 302.18 | |
| 0.1403 | 36.77 | |
| 0.0070 | 7.22 | |
| 0.0204 | 4.48 | |
| 0.9745 | 184.18 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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