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 Wednesday, July 30th, 2025:15.68% (-0.04%)

Analysis last updated: Tuesday, July 29, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0209	15.79
$α$	0.0300	10.21
$β$	0.9055	431.79
$γ$	0.1101	17.79

Estimation Period:
Dec 22, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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