V-Lab
Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:18.44% (-0.77%)
Analysis last updated: Thursday, January 30, 2025 at 10:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 19.39 | |
| 0.0303 | 10.92 | |
| 0.8899 | 373.29 | |
| 0.1247 | 19.21 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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