V-Lab
Consumer Staples Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:10.55% (-0.35%)
Analysis last updated: Friday, May 3, 2024 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8665 | 9.03 | |
| 0.1165 | 9.35 | |
| 0.8470 | 55.42 | |
| 0.0124 | 4.80 | |
| -0.0138 | -2.97 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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