V-Lab
V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:15.07% (-0.36%)
Analysis last updated: Friday, September 12, 2025 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.033819.90
α0.030510.91
β0.8840367.27
γ0.148422.86
Estimation Period:
Dec 22, 1998 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts