V-Lab
Technology Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:20.57% (-1.25%)
Analysis last updated: Monday, November 4, 2024 at 10:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2980 | 5.48 | |
| 0.0873 | 44.89 | |
| 0.9946 | 934.80 | |
| 9 | 6.47 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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