V-Lab
Technology Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:19.15% (-0.91%)
Analysis last updated: Friday, May 10, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 8.24 | |
| 0.1478 | 34.79 | |
| 0.9806 | 1012.01 | |
| -0.0925 | -21.68 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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