V-Lab
Utilities Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:15.20% (+0.39%)
Analysis last updated: Thursday, May 9, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 5.48 | |
| 0.1667 | 33.00 | |
| 0.9781 | 1017.84 | |
| -0.0588 | -13.30 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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