V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:16.90% (-0.32%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 15.30 | |
| 0.0286 | 14.37 | |
| 0.9240 | 515.04 | |
| 0.0763 | 14.27 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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