V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:26.58% (-1.42%)
Analysis last updated: Wednesday, March 5, 2025 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 19.30 | |
| 0.0295 | 10.74 | |
| 0.8875 | 373.07 | |
| 0.1449 | 22.95 |
Estimation Period:
Dec 22, 1998 to Feb 28, 2025
Dec 22, 1998 to Feb 28, 2025
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