V-Lab
V-Lab

Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:9.50% (-0.19%)

Analysis last updated: Thursday, March 28, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.025218.43
α0.01814.82
β0.8931279.19
γ0.139816.98
Estimation Period:
Dec 22, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts