V-Lab
SPDR S&P 500 ETF Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:19.31% (-0.98%)
Analysis last updated: Monday, December 23, 2024 at 10:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 19.82 | |
| 0.0032 | 1.03 | |
| 0.8908 | 384.13 | |
| 0.1763 | 26.81 |
Estimation Period:
Jan 29, 1993 to Dec 20, 2024
Jan 29, 1993 to Dec 20, 2024
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