V-Lab
Consumer Staples Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:10.02% (-0.46%)
Analysis last updated: Friday, May 3, 2024 at 10:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0031 | -1.84 | |
| 0.1696 | 40.31 | |
| 0.9745 | 780.19 | |
| -0.1101 | -28.47 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
News Impact Curve
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