V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:11.18% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8451 | 9.30 | |
| 0.1126 | 9.55 | |
| 0.8516 | 59.06 | |
| 0.0118 | 5.93 | |
| -0.0138 | -5.47 |
Estimation Period:
Dec 22, 1998 to Jun 20, 2025
Dec 22, 1998 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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