V-Lab
V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:20.01% (-1.04%)
Analysis last updated: Thursday, May 22, 2025 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.034019.88
α0.030810.92
β0.8832362.42
γ0.150122.96
Estimation Period:
Dec 22, 1998 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts