V-Lab
Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:12.88% (-0.48%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 18.50 | |
| 0.0183 | 4.89 | |
| 0.8931 | 279.26 | |
| 0.1390 | 16.90 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Health Care Select Sector SPDR Fund Analyses