V-Lab
Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:19.06% (-1.11%)
Analysis last updated: Thursday, November 21, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4941 | 6.20 | |
| 0.0876 | 38.61 | |
| 0.9940 | 967.84 | |
| 11 | 5.00 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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