V-Lab
Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:19.09% (-0.53%)
Analysis last updated: Wednesday, April 17, 2024 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 13.77 | |
| 0.0231 | 8.63 | |
| 0.9141 | 466.39 | |
| 0.1077 | 17.97 |
Estimation Period:
Dec 23, 1998 to Apr 12, 2024
Dec 23, 1998 to Apr 12, 2024
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