V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.55% (-0.38%)
Analysis last updated: Thursday, November 21, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 21.47 | |
| 0.0307 | 11.52 | |
| 0.8596 | 222.52 | |
| 0.2034 | 22.41 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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