V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:15.50% (+0.24%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 20.25 | |
| 0.0349 | 12.02 | |
| 0.8819 | 379.65 | |
| 0.1421 | 21.68 |
Estimation Period:
Dec 21, 1998 to Nov 1, 2024
Dec 21, 1998 to Nov 1, 2024
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