V-Lab
Consumer Staples Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:10.99% (+0.51%)
Analysis last updated: Thursday, May 9, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 20.65 | |
| 0.1115 | 40.62 | |
| 0.8701 | 297.46 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
News Impact Curve
Volatility Forecasts
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