V-Lab
V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:12.84% (-0.08%)
Analysis last updated: Thursday, July 3, 2025 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.034119.95
α0.030810.94
β0.8832364.64
γ0.149922.94
Estimation Period:
Dec 22, 1998 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts