V-Lab
Utilities Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:16.94% (-0.55%)
Analysis last updated: Thursday, May 16, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3201 | 9.89 | |
| 0.0938 | 8.68 | |
| 0.8823 | 76.58 | |
| 0.0053 | 4.77 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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