V-Lab
Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:21.05% (-0.88%)
Analysis last updated: Thursday, November 21, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8448 | 202.44 | |
| 0.1772 | 41.07 | |
| 0.0244 | 4.42 | |
| 0.1288 | 4.28 | |
| 0.8586 | 26.42 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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