V-Lab
Technology Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:41.90% (+8.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5396 | 5.49 | |
| 0.0863 | 46.98 | |
| 0.9951 | 1,053.03 | |
| 8.8858 | 6.97 |
Estimation Period:
Dec 22, 1998 to Apr 4, 2025
Dec 22, 1998 to Apr 4, 2025
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