V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:32.23% (-1.56%)
Analysis last updated: Thursday, January 30, 2025 at 10:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 15.09 | |
| 0.0259 | 9.06 | |
| 0.9031 | 398.55 | |
| 0.1202 | 19.15 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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