V-Lab
V-Lab
Materials Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:12.95% (-0.24%)

Analysis last updated: Friday, May 17, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund MF2-GARCH
paramt-stat
m76
α0.00834.57
β0.8825203.43
γ0.123828.47
λ10.01033.32
λ20.06372.87
λ30.930838.84
Estimation Period:
Dec 22, 1998 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts