V-Lab
Technology Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:19.03% (+0.01%)
Analysis last updated: Monday, May 20, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 16.46 | |
| 0.0902 | 42.48 | |
| 0.9019 | 420.45 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
News Impact Curve
Volatility Forecasts
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