V-Lab
Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:17.69% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2977 | 9.70 | |
| 0.0937 | 9.20 | |
| 0.8880 | 77.61 | |
| 0.0010 | 3.69 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Materials Select Sector SPDR Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs