V-Lab
Consumer Staples Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:10.93% (-0.55%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -1.89 | |
| 0.1674 | 40.38 | |
| 0.9748 | 791.23 | |
| -0.1095 | -28.46 |
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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