V-Lab
Utilities Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:17.64% (-0.69%)
Analysis last updated: Monday, December 23, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4577 | 9.33 | |
| 0.0924 | 8.68 | |
| 0.8847 | 78.18 | |
| 0.0100 | 4.49 | |
| -0.0121 | -4.22 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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