V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:13.21% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8480 | 9.29 | |
| 0.1126 | 9.55 | |
| 0.8518 | 59.13 | |
| 0.0119 | 5.94 | |
| -0.0139 | -5.48 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
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