V-Lab
Health Care Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.53% (-0.77%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 2.98 | |
| 0.1583 | 25.36 | |
| 0.9707 | 662.59 | |
| -0.1152 | -23.96 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
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