V-Lab: Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

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V-Lab

Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 5th, 2024:11.78% (+0.19%)

Analysis last updated: Monday, November 4, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2620	7.62
$α$	0.0889	30.84
$β$	0.9832	395.32
$ν$	8	5.36

Estimation Period:
Dec 22, 1998 to Nov 1, 2024

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