V-Lab
Materials Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:1.67% (-5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.4795 | 14,794,940.00 | |
| 0.0541 | 540,960.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Dec 22, 1998 to Jun 13, 2025
Dec 22, 1998 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
Other Materials Select Sector SPDR Fund Analyses
Other MF2-GARCH Analyses on ETFs