V-Lab
Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:9.11% (-0.31%)
Analysis last updated: Monday, May 6, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 19.23 | |
| 0.0307 | 10.96 | |
| 0.8886 | 372.12 | |
| 0.1276 | 19.35 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
News Impact Curve
Volatility Forecasts
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