V-Lab
Technology Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:25.00% (-1.39%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8447 | 202.28 | |
| 0.1773 | 41.07 | |
| 0.0245 | 4.40 | |
| 0.1292 | 4.26 | |
| 0.8581 | 26.18 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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