V-Lab
Materials Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.66% (-0.36%)
Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 6.67 | |
| 0.1290 | 33.95 | |
| 0.9845 | 1015.95 | |
| -0.0803 | -20.97 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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