V-Lab
Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:16.70% (-0.54%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 15.16 | |
| 0.0266 | 9.73 | |
| 0.9067 | 439.50 | |
| 0.1140 | 18.64 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
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