V-Lab
Consumer Staples Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:2.33% (-1.66%)
Analysis last updated: Thursday, January 30, 2025 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0013 | 12770.00 | |
| -0.0025 | -25330.00 | |
| 0.4600 | 63.73 | |
| 0.1234 | 45.83 | |
| 0.2241 | 12.77 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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