V-Lab
Technology Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:22.51% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4559 | 5.63 | |
| 0.0868 | 47.94 | |
| 0.9949 | 1,029.88 | |
| 8.6403 | 7.42 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
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