V-Lab
Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:13.18% (-0.33%)
Analysis last updated: Monday, November 4, 2024 at 10:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3065 | 9.52 | |
| 0.0880 | 9.13 | |
| 0.8953 | 81.41 | |
| 0.0011 | 3.80 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
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