V-Lab: Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

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V-Lab

Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 25th, 2024:12.55% (+0.63%)

Analysis last updated: Saturday, November 23, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9336	9.82
$α$	0.0948	34.32
$β$	0.9837	542.57
$ν$	9	5.41

Estimation Period:
Dec 22, 1998 to Nov 22, 2024

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