V-Lab
Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:11.49% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8440 | 9.30 | |
| 0.1124 | 9.54 | |
| 0.8518 | 59.17 | |
| 0.0118 | 5.94 | |
| -0.0137 | -5.48 |
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Dec 22, 1998 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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