V-Lab
Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:15.93% (-0.71%)
Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 19.48 | |
| 0.0221 | 6.29 | |
| 0.8858 | 272.97 | |
| 0.1420 | 17.38 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
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