V-Lab
V-Lab
Industrial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:38.93% (-1.58%)
Analysis last updated: Thursday, April 17, 2025 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrial Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.022315.82
α0.00000.00
β0.9205499.72
γ0.131428.45
Estimation Period:
Dec 22, 1998 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts