V-Lab
V-Lab
Industrial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:15.03% (+2.96%)

Analysis last updated: Tuesday, April 30, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrial Select Sector SPDR Fund MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.9076332.32
γ0.133337.32
λ10.00557.50
λ20.01674.66
λ30.9792235.68
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts