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 Friday, November 22nd, 2024:16.21% (-0.14%)

Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2685	7.68
$α$	0.0894	30.79
$β$	0.9830	396.07
$ν$	8	5.37

Estimation Period:
Dec 22, 1998 to Nov 15, 2024

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