V-Lab
Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:42.11% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 12.78 | |
| 0.0299 | 12.12 | |
| 0.9147 | 389.88 | |
| 0.0889 | 14.85 |
Estimation Period:
Dec 22, 1998 to Apr 17, 2025
Dec 22, 1998 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other Materials Select Sector SPDR Fund Analyses
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