V-Lab: Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

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V-Lab

Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 5th, 2024:20.32% (+0.07%)

Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4263	11.84
$α$	0.0866	33.79
$β$	0.9862	795.98
$ν$	11	4.47

Estimation Period:
Dec 22, 1998 to Nov 1, 2024

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