V-Lab
Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:22.68% (-1.12%)
Analysis last updated: Monday, November 4, 2024 at 10:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9678 | 6.09 | |
| 0.0975 | 9.62 | |
| 0.8691 | 69.13 | |
| -0.1847 | -5.27 | |
| 0.3008 | 5.99 | |
| -0.1824 | -5.89 | |
| 0.1143 | 3.50 | |
| -0.0505 | -1.56 | |
| -0.0107 | -0.46 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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