V-Lab
Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:12.58% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2622 | 7.83 | |
| 0.0901 | 30.83 | |
| 0.9824 | 389.22 | |
| 7.5551 | 5.39 |
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Dec 22, 1998 to Jun 27, 2025
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