V-Lab
Consumer Discretionary Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.75% (-0.74%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.29 | |
| 0.0797 | 36.50 | |
| 0.9071 | 391.66 | |
| 0.5810 | 18.93 |
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Dec 23, 1998 to Apr 26, 2024
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