V-Lab
Technology Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:19.69% (-0.87%)
Analysis last updated: Thursday, May 16, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9135 | 5.75 | |
| 0.0916 | 9.25 | |
| 0.8752 | 70.52 | |
| -0.1975 | -5.73 | |
| 0.3184 | 6.54 | |
| -0.1903 | -6.17 | |
| 0.1144 | 3.47 | |
| -0.0339 | -0.94 | |
| -0.0582 | -1.17 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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