V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:21.15% (-1.06%)
Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 19.37 | |
| 0.0300 | 10.87 | |
| 0.8867 | 370.40 | |
| 0.1456 | 22.88 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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