V-Lab
V-Lab
Materials Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:16.69% (+0.31%)
Analysis last updated: Friday, June 20, 2025 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund AGARCH
paramt-stat
ω0.00070.16
α0.077836.37
β0.9052362.96
γ0.686317.61
Estimation Period:
Dec 22, 1998 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts