V-Lab
Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:14.13% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3013 | 9.79 | |
| 0.0947 | 9.30 | |
| 0.8865 | 77.61 | |
| 0.0010 | 3.79 |
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Dec 22, 1998 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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