V-Lab
Industrial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:11.43% (-0.22%)
Analysis last updated: Monday, May 20, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 15.27 | |
| 0.0000 | 0.00 | |
| 0.9254 | 510.73 | |
| 0.1236 | 27.71 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
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