V-Lab
Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:9.32% (-0.23%)
Analysis last updated: Friday, April 26, 2024 at 09:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 19.24 | |
| 0.0308 | 10.97 | |
| 0.8886 | 372.12 | |
| 0.1275 | 19.33 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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