V-Lab
Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:14.20% (-0.54%)
Analysis last updated: Friday, May 10, 2024 at 10:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3122 | 9.10 | |
| 0.0843 | 9.27 | |
| 0.8996 | 86.48 | |
| 0.0011 | 3.60 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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