V-Lab
Materials Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:14.11% (-0.59%)
Analysis last updated: Friday, May 10, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 6.68 | |
| 0.1287 | 33.92 | |
| 0.9845 | 1019.11 | |
| -0.0803 | -21.01 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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