V-Lab
V-Lab

Financial Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.56% (-0.89%)

Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund MEM
paramt-stat
ω0.03978.40
α0.262946.83
β0.7286174.78
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts