V-Lab
Utilities Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:20.01% (-0.13%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4601 | 9.29 | |
| 0.0932 | 8.70 | |
| 0.8839 | 77.68 | |
| 0.0101 | 4.45 | |
| -0.0121 | -4.18 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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