V-Lab
Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:14.29% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 18.88 | |
| 0.0297 | 10.86 | |
| 0.8942 | 382.13 | |
| 0.1200 | 18.90 |
Estimation Period:
Dec 22, 1998 to May 2, 2025
Dec 22, 1998 to May 2, 2025
News Impact Curve
Volatility Forecasts
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