V-Lab
Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:21.27% (+4.79%)
Analysis last updated: Tuesday, April 30, 2024 at 10:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 13.78 | |
| 0.0232 | 8.66 | |
| 0.9143 | 466.94 | |
| 0.1072 | 17.90 |
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Dec 23, 1998 to Apr 26, 2024
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