V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:14.35% (+1.01%)
Analysis last updated: Tuesday, April 30, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 18.18 | |
| 0.0280 | 10.22 | |
| 0.8958 | 397.78 | |
| 0.1338 | 21.89 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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