V-Lab
Industrial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:16.78% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8419 | 6.59 | |
| 0.0979 | 8.57 | |
| 0.8653 | 57.14 | |
| -0.1428 | -3.96 | |
| 0.2555 | 4.82 | |
| -0.2007 | -6.17 | |
| 0.1432 | 4.58 | |
| -0.0698 | -2.43 | |
| 0.0133 | 0.66 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
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