V-Lab
Health Care Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.63% (-0.52%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0058 | -2.39 | |
| 0.0833 | 31.14 | |
| 0.8898 | 305.78 | |
| 0.6969 | 27.02 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
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