V-Lab: Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis

V-Lab

Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:16.99% (-0.55%)

Analysis last updated: Wednesday, July 2, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0208	15.73
$α$	0.0299	10.20
$β$	0.9057	432.12
$γ$	0.1100	17.79

Estimation Period:
Dec 22, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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