V-Lab
SPDR S&P 500 ETF Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:13.58% (-0.31%)
Analysis last updated: Thursday, April 25, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 19.45 | |
| 0.0042 | 1.37 | |
| 0.8917 | 385.51 | |
| 0.1738 | 26.65 |
Estimation Period:
Jan 29, 1993 to Apr 19, 2024
Jan 29, 1993 to Apr 19, 2024
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