V-Lab
Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:12.03% (-0.43%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0174 | 4.09 | |
| 0.8517 | 190.84 | |
| 0.1588 | 29.91 | |
| 0.0055 | 8.66 | |
| 0.0205 | 7.02 | |
| 0.9742 | 289.34 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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