V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:10.45% (-0.36%)
Analysis last updated: Friday, May 3, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8760 | 9.21 | |
| 0.1164 | 9.41 | |
| 0.8472 | 55.81 | |
| 0.0127 | 5.82 | |
| -0.0146 | -5.30 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
News Impact Curve
Volatility Forecasts
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