V-Lab
Consumer Staples Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:9.64% (-0.09%)
Analysis last updated: Friday, April 26, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 29.03 | |
| 0.0920 | 38.19 | |
| 0.9027 | 394.19 | |
| 0.6547 | 28.37 | |
| 1.1068 | 38.36 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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