V-Lab: Technology Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

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V-Lab

Technology Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 22nd, 2024:19.24% (-0.06%)

Analysis last updated: Thursday, November 21, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3041	5.48
$α$	0.0871	44.96
$β$	0.9947	940.13
$ν$	9	6.47

Estimation Period:
Dec 22, 1998 to Nov 15, 2024

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