V-Lab
Health Care Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:15.12% (-0.92%)
Analysis last updated: Saturday, November 23, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0174 | 4.08 | |
| 0.8516 | 190.69 | |
| 0.1589 | 29.97 | |
| 0.0055 | 8.68 | |
| 0.0205 | 7.01 | |
| 0.9742 | 289.00 |
Estimation Period:
Dec 22, 1998 to Nov 22, 2024
Dec 22, 1998 to Nov 22, 2024
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