V-Lab
Materials Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:13.11% (-0.40%)
Analysis last updated: Monday, May 20, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 18.32 | |
| 0.0829 | 37.70 | |
| 0.9065 | 386.23 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
News Impact Curve
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