V-Lab
Industrial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:14.28% (-0.40%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8998 | 298.75 | |
| 0.1408 | 36.71 | |
| 0.0070 | 7.16 | |
| 0.0206 | 4.46 | |
| 0.9743 | 181.50 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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