V-Lab
Consumer Discretionary Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:17.38% (-0.52%)
Analysis last updated: Thursday, November 21, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8622 | 265.30 | |
| 0.1514 | 39.22 | |
| 0.0511 | 3.12 | |
| 0.3834 | 3.44 | |
| 0.5874 | 4.86 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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