V-Lab
Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:14.35% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2661 | 7.80 | |
| 0.0900 | 30.87 | |
| 0.9825 | 390.35 | |
| 7.5614 | 5.39 |
Estimation Period:
Dec 22, 1998 to Jun 20, 2025
Dec 22, 1998 to Jun 20, 2025
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