V-Lab
Health Care Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:23.69% (-0.40%)
Analysis last updated: Thursday, January 30, 2025 at 10:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2595 | 7.81 | |
| 0.0888 | 30.81 | |
| 0.9830 | 401.56 | |
| 8 | 5.33 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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