V-Lab
Materials Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:14.07% (-0.55%)
Analysis last updated: Thursday, May 9, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0050 | -1.06 | |
| 0.0699 | 34.92 | |
| 0.9145 | 377.44 | |
| 0.7450 | 16.49 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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