V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:24.72% (-1.15%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 15.15 | |
| 0.0263 | 9.13 | |
| 0.9024 | 395.78 | |
| 0.1208 | 19.12 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
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