V-Lab
V-Lab
Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:10.45% (-0.10%)

Analysis last updated: Thursday, May 9, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.025318.52
α0.01864.97
β0.8928279.70
γ0.139016.89
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts