V-Lab
Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:15.24% (-0.53%)
Analysis last updated: Monday, December 23, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2608 | 7.75 | |
| 0.0890 | 30.80 | |
| 0.9830 | 398.63 | |
| 8 | 5.33 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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