V-Lab
Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.09% (-0.07%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 12.81 | |
| 0.0301 | 12.27 | |
| 0.9168 | 397.21 | |
| 0.0846 | 14.79 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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