V-Lab
Technology Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:22.35% (-0.61%)
Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9765 | 6.15 | |
| 0.0970 | 9.63 | |
| 0.8698 | 69.54 | |
| -0.1806 | -5.20 | |
| 0.2947 | 5.91 | |
| -0.1799 | -5.86 | |
| 0.1145 | 3.54 | |
| -0.0531 | -1.65 | |
| -0.0080 | -0.35 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
News Impact Curve
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