V-Lab
V-Lab
Financial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:12.35% (-0.56%)

Analysis last updated: Thursday, May 2, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund MF2-GARCH
paramt-stat
m51
α0.02306.95
β0.8474197.34
γ0.171732.97
λ10.00628.94
λ20.03068.01
λ30.9660224.86
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts