V-Lab
V-Lab
Materials Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:14.15% (-0.32%)

Analysis last updated: Thursday, May 9, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund MF2-GARCH
paramt-stat
m76
α0.00834.56
β0.8828203.65
γ0.123628.38
λ10.01043.33
λ20.06332.87
λ30.931139.07
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts