V-Lab
Utilities Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:13.78% (-0.46%)
Analysis last updated: Friday, May 10, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 17.05 | |
| 0.0842 | 34.87 | |
| 0.8965 | 353.92 | |
| 0.2958 | 14.64 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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