V-Lab
Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:16.72% (-0.45%)
Analysis last updated: Thursday, January 30, 2025 at 10:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 15.69 | |
| 0.0312 | 10.61 | |
| 0.9060 | 430.58 | |
| 0.1066 | 17.28 |
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Dec 22, 1998 to Jan 24, 2025
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