V-Lab
Consumer Discretionary Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.90% (-0.02%)
Analysis last updated: Thursday, May 2, 2024 at 10:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4797 | 6.91 | |
| 0.0862 | 10.36 | |
| 0.9014 | 101.48 | |
| 0.0046 | 2.90 |
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Dec 23, 1998 to Apr 26, 2024
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