V-Lab
Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:11.23% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9295 | 9.60 | |
| 0.0930 | 34.17 | |
| 0.9838 | 538.17 | |
| 8.6530 | 5.39 |
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Dec 22, 1998 to Jul 25, 2025
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