V-Lab
V-Lab
Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:20.43% (-0.78%)
Analysis last updated: Thursday, May 22, 2025 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.025513.07
α0.030212.13
β0.9132386.47
γ0.089914.84
Estimation Period:
Dec 22, 1998 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts