V-Lab
V-Lab
Industrial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 22nd, 2024:11.43% (-0.06%)

Analysis last updated: Tuesday, May 21, 2024 at 10:11 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Industrial Select Sector SPDR Fund MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.9076332.47
γ0.133137.30
λ10.00547.48
λ20.01674.66
λ30.9792234.59
Estimation Period:
Dec 22, 1998 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts