V-Lab
Technology Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:16.22% (-0.33%)
Analysis last updated: Monday, May 20, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 14.36 | |
| 0.0236 | 8.65 | |
| 0.9089 | 415.19 | |
| 0.1151 | 19.00 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
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