V-Lab
Technology Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:17.28% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3960 | 5.62 | |
| 0.0874 | 47.24 | |
| 0.9947 | 995.70 | |
| 8.6437 | 7.36 |
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Dec 22, 1998 to Jun 27, 2025
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