V-Lab
Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:6.02% (+1.21%)
Analysis last updated: Thursday, November 21, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.7947 | 10.21 | |
| 0.2789 | 18.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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