V-Lab
Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:26.31% (-1.23%)
Analysis last updated: Monday, December 23, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 15.64 | |
| 0.0313 | 10.64 | |
| 0.9060 | 430.19 | |
| 0.1067 | 17.22 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
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