V-Lab
V-Lab
Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:17.23% (-0.75%)

Analysis last updated: Monday, December 23, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Utilities Select Sector SPDR Fund GAS-GARCH-T
paramt-stat
ω1.421611.88
α0.085933.79
β0.9863803.84
ν114.44
Estimation Period:
Dec 22, 1998 to Dec 20, 2024