V-Lab
Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:19.04% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5480 | 6.20 | |
| 0.0876 | 39.64 | |
| 0.9940 | 997.02 | |
| 10.0751 | 5.46 |
Estimation Period:
Dec 22, 1998 to Jun 20, 2025
Dec 22, 1998 to Jun 20, 2025
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