V-Lab
Materials Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:1.82% (-21.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.4822 | 14,821,760.00 | |
| 0.0503 | 502,950.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Dec 22, 1998 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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