V-Lab
V-Lab
Industrial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:13.26% (-0.35%)

Analysis last updated: Monday, November 4, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Industrial Select Sector SPDR Fund MF2-GARCH
paramt-stat
m71
α0.00000.00
β0.9012302.43
γ0.139536.68
λ10.00647.45
λ20.01934.59
λ30.9759200.27
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts