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INDUSTRIALS SPDR APARCH VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
13.05% (-0.33)
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Industrials SPDR
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Date Range:
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Window:
3m
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6m
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1y
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2y
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5y
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all
Volatility Summary Table
Closing Price (USD)
:
$44.17
Return
:
1.51%
1 Week Pred
:
13.27%
Avg Week Vol
:
13.24%
Avg Month Vol
:
14.88%
1 Month Pred
:
14.01%
Min Vol
:
8.78%
Max Vol
:
73.05%
6 Months Pred
:
17.34%
Avg Vol
:
22.52%
Vol of Vol
:
24.55%
1 Year Pred
:
19.17%
Models
Assets
Analysis on Industrials SPDR
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
APARCH analysis on Equity Sectors
Consumer Discretionary SPDR
Consumer Staples SPDR
Energy SPDR
Financials SPDR
Healthcare SPDR
Materials SPDR
Technology SPDR
Utilities SPDR
Documentation
Volatility Analysis
APARCH