V-Lab
Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:16.69% (-0.68%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 15.33 | |
| 0.0281 | 10.38 | |
| 0.9057 | 439.24 | |
| 0.1132 | 18.42 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
Other Consumer Discretionary Select Sector SPDR Fund Analyses