V-Lab
Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:14.55% (+0.65%)
Analysis last updated: Thursday, November 21, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3053 | 9.54 | |
| 0.0878 | 9.13 | |
| 0.8955 | 81.54 | |
| 0.0011 | 3.79 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
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