V-Lab
Industrial Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:12.64% (-0.10%)
Analysis last updated: Friday, May 3, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7491 | 5.46 | |
| 0.0878 | 8.36 | |
| 0.8754 | 60.76 | |
| -0.1784 | -3.82 | |
| 0.3068 | 4.60 | |
| -0.2157 | -5.88 | |
| 0.1231 | 3.80 | |
| -0.0136 | -0.40 | |
| -0.0963 | -2.03 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
News Impact Curve
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