V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:19.64% (-0.77%)
Analysis last updated: Monday, April 29, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 14.38 | |
| 0.0239 | 8.75 | |
| 0.9087 | 414.73 | |
| 0.1149 | 18.92 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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