V-Lab
Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:18.40% (+1.56%)
Analysis last updated: Thursday, November 21, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4231 | 11.92 | |
| 0.0865 | 33.79 | |
| 0.9862 | 799.19 | |
| 11 | 4.46 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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