V-Lab
Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:20.67% (-0.24%)
Analysis last updated: Thursday, November 21, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9706 | 6.11 | |
| 0.0972 | 9.62 | |
| 0.8695 | 69.36 | |
| -0.1833 | -5.25 | |
| 0.2987 | 5.96 | |
| -0.1815 | -5.87 | |
| 0.1143 | 3.51 | |
| -0.0511 | -1.58 | |
| -0.0101 | -0.43 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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