V-Lab
Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:14.53% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 19.02 | |
| 0.0297 | 10.85 | |
| 0.8938 | 383.61 | |
| 0.1205 | 18.96 |
Estimation Period:
Dec 22, 1998 to May 16, 2025
Dec 22, 1998 to May 16, 2025
News Impact Curve
Volatility Forecasts
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