V-Lab
Consumer Discretionary Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:19.44% (-0.19%)
Analysis last updated: Monday, May 6, 2024 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 15.85 | |
| 0.0869 | 43.00 | |
| 0.9062 | 435.24 |
Estimation Period:
Dec 23, 1998 to May 3, 2024
Dec 23, 1998 to May 3, 2024
News Impact Curve
Volatility Forecasts
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