V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.74% (+0.50%)
Analysis last updated: Friday, April 26, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 15.00 | |
| 0.0292 | 14.47 | |
| 0.9231 | 508.86 | |
| 0.0778 | 14.27 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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