V-Lab
V-Lab
Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 31st, 2025:18.30% (+2.45%)
Analysis last updated: Friday, March 28, 2025 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.023512.78
α0.029712.19
β0.9172399.11
γ0.084314.77
Estimation Period:
Dec 22, 1998 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts