V-Lab
Consumer Staples Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:10.44% (-0.44%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0003 | -0.29 | |
| 0.0893 | 40.51 | |
| 0.8872 | 371.22 | |
| 0.5015 | 31.68 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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