V-Lab
Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:15.01% (-0.28%)
Analysis last updated: Tuesday, April 30, 2024 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 21.60 | |
| 0.0368 | 12.03 | |
| 0.9079 | 380.03 | |
| 0.0760 | 12.43 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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