V-Lab
Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:27.61% (-13.52%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.8083 | 10.68 | |
| 0.2655 | 19.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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