V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:20.43% (-0.72%)
Analysis last updated: Thursday, November 21, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 15.12 | |
| 0.0261 | 9.07 | |
| 0.9026 | 396.41 | |
| 0.1208 | 19.16 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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