V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:12.86% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8372 | 9.31 | |
| 0.1116 | 9.52 | |
| 0.8527 | 59.57 | |
| 0.0116 | 5.92 | |
| -0.0135 | -5.47 |
Estimation Period:
Dec 22, 1998 to Aug 22, 2025
Dec 22, 1998 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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