V-Lab
Technology Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:18.41% (-0.94%)
Analysis last updated: Friday, May 10, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0046 | -0.94 | |
| 0.0845 | 34.03 | |
| 0.8997 | 356.74 | |
| 0.7127 | 13.70 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
News Impact Curve
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