V-Lab
Consumer Discretionary Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:30.67% (-1.40%)
Analysis last updated: Monday, December 23, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8618 | 262.82 | |
| 0.1498 | 38.85 | |
| 0.0485 | 3.08 | |
| 0.3811 | 3.47 | |
| 0.5929 | 5.00 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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