V-Lab
V-Lab

Financial Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:16.52% (-1.07%)

Analysis last updated: Friday, April 19, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund APMEM
paramt-stat
ω0.036628.63
α0.237259.18
β0.7548194.83
γ0.192633.60
δ0.899018.02
Estimation Period:
Dec 22, 1998 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts