V-Lab
Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:12.13% (-0.32%)
Analysis last updated: Wednesday, March 5, 2025 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0178 | 4.28 | |
| 0.8518 | 192.58 | |
| 0.1574 | 30.02 | |
| 0.0057 | 8.67 | |
| 0.0206 | 7.01 | |
| 0.9739 | 285.11 |
Estimation Period:
Dec 22, 1998 to Feb 28, 2025
Dec 22, 1998 to Feb 28, 2025
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