V-Lab
Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:18.06% (-0.60%)
Analysis last updated: Monday, December 23, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3002 | 9.56 | |
| 0.0877 | 9.13 | |
| 0.8955 | 81.59 | |
| 0.0011 | 3.74 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other Materials Select Sector SPDR Fund Analyses