V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:12.98% (+0.04%)
Analysis last updated: Monday, May 6, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 18.15 | |
| 0.0281 | 10.25 | |
| 0.8958 | 397.78 | |
| 0.1337 | 21.87 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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