V-Lab: Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Consumer Discretionary Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 6th, 2024:19.06% (+1.59%)

Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4592	6.18
$α$	0.0873	38.43
$β$	0.9939	954.77
$ν$	11	5.00

Estimation Period:
Dec 22, 1998 to Nov 1, 2024

Other Consumer Discretionary Select Sector SPDR Fund Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
MF2-GARCH