V-Lab
Materials Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:16.72% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 22.74 | |
| 0.0775 | 34.17 | |
| 0.9210 | 424.43 | |
| 0.5442 | 20.54 | |
| 1.1849 | 31.57 |
Estimation Period:
Dec 22, 1998 to Jun 18, 2025
Dec 22, 1998 to Jun 18, 2025
News Impact Curve
Volatility Forecasts
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