V-Lab
Consumer Discretionary Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:16.32% (-0.36%)
Analysis last updated: Friday, May 10, 2024 at 10:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8688 | 262.25 | |
| 0.1459 | 37.86 | |
| 0.0259 | 4.94 | |
| 0.2089 | 5.60 | |
| 0.7760 | 19.43 |
Estimation Period:
Dec 23, 1998 to May 10, 2024
Dec 23, 1998 to May 10, 2024
News Impact Curve
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