V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:19.17% (-0.76%)
Analysis last updated: Thursday, January 30, 2025 at 10:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 19.32 | |
| 0.0297 | 10.81 | |
| 0.8872 | 371.99 | |
| 0.1452 | 22.91 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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