V-Lab
V-Lab
Industrial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 31st, 2025:20.04% (+3.37%)
Analysis last updated: Friday, March 28, 2025 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrial Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.021815.85
α0.00000.00
β0.9220505.20
γ0.127828.48
Estimation Period:
Dec 22, 1998 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts