V-Lab
Health Care Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:13.21% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 2.95 | |
| 0.1730 | 29.78 | |
| 0.9685 | 692.30 | |
| -0.1142 | -25.32 |
Estimation Period:
Dec 22, 1998 to Jun 6, 2025
Dec 22, 1998 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
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