V-Lab
Consumer Staples Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:3.14% (-1.74%)
Analysis last updated: Thursday, May 9, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.5339 | 5338750.00 | |
| 0.0219 | 218630.00 | |
| 0.2112 | 2111550.00 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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