V-Lab
V-Lab
Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:22.91% (-1.12%)
Analysis last updated: Thursday, May 8, 2025 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.033019.52
α0.029910.75
β0.8857365.97
γ0.147822.95
Estimation Period:
Dec 22, 1998 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts