V-Lab
Consumer Discretionary Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:20.25% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 6.77 | |
| 0.1589 | 35.75 | |
| 0.9825 | 1,058.78 | |
| -0.0856 | -22.42 |
Estimation Period:
Dec 22, 1998 to Jun 20, 2025
Dec 22, 1998 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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