V-Lab
Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:21.18% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2823 | 7.61 | |
| 0.0893 | 31.14 | |
| 0.9831 | 394.83 | |
| 7.5762 | 5.38 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
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