V-Lab
V-Lab
Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:21.81% (-0.72%)
Analysis last updated: Saturday, May 31, 2025 at 03:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Discretionary Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.020815.67
α0.030010.22
β0.9057431.06
γ0.110117.76
Estimation Period:
Dec 22, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts