V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:14.25% (-0.01%)
Analysis last updated: Thursday, April 25, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 18.21 | |
| 0.0281 | 10.23 | |
| 0.8957 | 397.57 | |
| 0.1339 | 21.89 |
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Dec 22, 1998 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Financial Select Sector SPDR Fund Analyses