V-Lab
Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:10.22% (-0.37%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 19.42 | |
| 0.0307 | 10.98 | |
| 0.8892 | 371.89 | |
| 0.1259 | 19.31 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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