V-Lab
Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:17.27% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2698 | 7.83 | |
| 0.0900 | 30.84 | |
| 0.9825 | 392.70 | |
| 7.5893 | 5.37 |
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Dec 22, 1998 to Jul 25, 2025
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