V-Lab: Materials Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

V-Lab

Materials Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:23.34% (0.00%)

Analysis last updated: Thursday, May 8, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3940	9.15
$α$	0.0838	35.55
$β$	0.9896	782.94
$ν$	11.0368	4.21

Estimation Period:
Dec 22, 1998 to May 2, 2025

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