V-Lab
Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:16.48% (+0.30%)
Analysis last updated: Thursday, November 21, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 22.48 | |
| 0.0385 | 12.85 | |
| 0.9069 | 384.62 | |
| 0.0737 | 12.11 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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