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V-Lab

Energy Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:22.27% (-1.00%)

Analysis last updated: Tuesday, April 23, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund MEM
paramt-stat
ω0.04347.10
α0.192543.64
β0.7970210.51
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts