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FINANCIALS SPDR GJR-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Wednesday, June 19:
18.10% (-0.50)
COMPARE
VIX
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$19.86
Return
:
0.63%
1 Week Pred
:
18.22%
Avg Week Vol
:
18.6%
Avg Month Vol
:
16.97%
1 Month Pred
:
18.66%
Min Vol
:
9.15%
Max Vol
:
141.83%
6 Months Pred
:
21.17%
Avg Vol
:
32.89%
Vol of Vol
:
46.42%
1 Year Pred
:
23.3%
Models
Assets
Analysis on Financials SPDR
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
GJR-GARCH analysis on Equity Sectors
Consumer Discretionary SPDR
Consumer Staples SPDR
Energy SPDR
Healthcare SPDR
Industrials SPDR
Materials SPDR
Technology SPDR
Utilities SPDR
Documentation
Volatility Analysis
GJR-GARCH