V-Lab
Utilities Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:13.89% (-0.58%)
Analysis last updated: Monday, May 20, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 23.01 | |
| 0.0911 | 36.97 | |
| 0.8949 | 360.85 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
News Impact Curve
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