V-Lab
Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:18.18% (-0.11%)
Analysis last updated: Thursday, January 30, 2025 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9241 | 9.94 | |
| 0.0942 | 34.38 | |
| 0.9836 | 546.45 | |
| 9 | 5.39 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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