V-Lab
Consumer Staples Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:9.49% (+0.42%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9330 | 9.77 | |
| 0.0949 | 34.37 | |
| 0.9837 | 542.90 | |
| 9 | 5.43 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
Other Consumer Staples Select Sector SPDR Fund Analyses