V-Lab
Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:14.74% (+1.82%)
Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 19.37 | |
| 0.0300 | 10.80 | |
| 0.8897 | 373.37 | |
| 0.1259 | 19.38 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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