V-Lab
Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:11.40% (-0.07%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 19.40 | |
| 0.0303 | 10.88 | |
| 0.8896 | 373.01 | |
| 0.1258 | 19.35 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
Other Consumer Staples Select Sector SPDR Fund Analyses