V-Lab
Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:13.12% (-0.33%)
Analysis last updated: Monday, May 20, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 12.32 | |
| 0.0282 | 11.50 | |
| 0.9192 | 408.15 | |
| 0.0836 | 14.50 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
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