V-Lab
Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:39.94% (+13.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3014 | 9.41 | |
| 0.0900 | 9.02 | |
| 0.8933 | 79.21 | |
| 0.0010 | 3.51 |
Estimation Period:
Dec 22, 1998 to Apr 4, 2025
Dec 22, 1998 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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