V-Lab
SPDR S&P 500 ETF Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:14.56% (-0.61%)
Analysis last updated: Tuesday, November 5, 2024 at 11:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 19.80 | |
| 0.0041 | 1.32 | |
| 0.8903 | 382.92 | |
| 0.1759 | 26.77 |
Estimation Period:
Jan 29, 1993 to Nov 1, 2024
Jan 29, 1993 to Nov 1, 2024
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