V-Lab
V-Lab
Industrial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:14.70% (+2.79%)

Analysis last updated: Tuesday, April 30, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrial Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.019615.30
α0.00000.00
β0.9253509.80
γ0.123927.74
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts