V-Lab
Health Care Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:12.91% (+0.27%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 19.44 | |
| 0.0219 | 6.23 | |
| 0.8858 | 272.65 | |
| 0.1425 | 17.41 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
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