V-Lab
Consumer Staples Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:4.81% (-23.20%)
Analysis last updated: Wednesday, March 5, 2025 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0011 | 11270.00 | |
| -0.0022 | -22340.00 | |
| 0.5332 | 50.80 | |
| 0.1547 | 37.12 | |
| 0.0922 | 3.65 |
Estimation Period:
Dec 22, 1998 to Feb 28, 2025
Dec 22, 1998 to Feb 28, 2025
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