V-Lab
Materials Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:12.37% (+0.06%)
Analysis last updated: Thursday, May 16, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0408 | 6.93 | |
| 0.0856 | 8.54 | |
| 0.8801 | 63.33 | |
| -0.0930 | -2.91 | |
| 0.1895 | 3.97 | |
| -0.1881 | -5.85 | |
| 0.1361 | 4.40 | |
| -0.0182 | -0.56 | |
| -0.1016 | -2.24 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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