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CONSUMER DISCRETIONARY SPDR GJR-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Tuesday, June 18:
15.27% (-0.37)
COMPARE
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$56.66
Return
:
0.55%
1 Week Pred
:
15.38%
Avg Week Vol
:
15.62%
Avg Month Vol
:
14.87%
1 Month Pred
:
15.78%
Min Vol
:
8.89%
Max Vol
:
86.78%
6 Months Pred
:
17.88%
Avg Vol
:
24.1%
Vol of Vol
:
27.66%
1 Year Pred
:
19.42%
Models
Assets
Analysis on Consumer Discretionary 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 Staples SPDR
Energy SPDR
Financials SPDR
Healthcare SPDR
Industrials SPDR
Materials SPDR
Technology SPDR
Utilities SPDR
Documentation
Volatility Analysis
GJR-GARCH