V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:11.28% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8398 | 9.30 | |
| 0.1120 | 9.53 | |
| 0.8523 | 59.36 | |
| 0.0117 | 5.91 | |
| -0.0136 | -5.45 |
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Dec 22, 1998 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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