V-Lab
V-Lab
Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:26.17% (-0.81%)
Analysis last updated: Thursday, May 8, 2025 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.024912.86
α0.029812.06
β0.9144387.96
γ0.089114.85
Estimation Period:
Dec 22, 1998 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts