V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:13.87% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 19.94 | |
| 0.0308 | 10.95 | |
| 0.8834 | 365.19 | |
| 0.1494 | 22.90 |
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Dec 22, 1998 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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