V-Lab
V-Lab
Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:18.85% (-0.71%)
Analysis last updated: Saturday, May 31, 2025 at 03:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.026113.28
α0.030712.25
β0.9120386.61
γ0.090714.85
Estimation Period:
Dec 22, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts