V-Lab
Utilities Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:16.13% (-0.75%)
Analysis last updated: Friday, May 10, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4631 | 9.08 | |
| 0.0930 | 8.65 | |
| 0.8849 | 78.02 | |
| 0.0102 | 4.25 | |
| -0.0123 | -3.97 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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