V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:12.07% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8352 | 9.32 | |
| 0.1114 | 9.53 | |
| 0.8528 | 59.63 | |
| 0.0116 | 5.93 | |
| -0.0135 | -5.48 |
Estimation Period:
Dec 22, 1998 to Sep 12, 2025
Dec 22, 1998 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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