V-Lab
V-Lab
Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:15.01% (-0.48%)
Analysis last updated: Friday, June 27, 2025 at 11:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.026813.53
α0.031712.52
β0.9101386.96
γ0.091714.81
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts