V-Lab
Materials Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.46% (-0.70%)
Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0049 | -1.05 | |
| 0.0701 | 34.95 | |
| 0.9144 | 376.91 | |
| 0.7434 | 16.46 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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