V-Lab
Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:10.80% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9382 | 9.52 | |
| 0.0936 | 34.14 | |
| 0.9838 | 536.15 | |
| 8.6398 | 5.42 |
Estimation Period:
Dec 22, 1998 to Jun 6, 2025
Dec 22, 1998 to Jun 6, 2025
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