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TECHNOLOGY SPDR ASY. POWER MEM VOLATILITY GRAPH
?
Volatility Prediction for Tuesday, May 21:
10.57% (-0.41)
COMPARE
VIX
Technology SPDR
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$32.20
Return
:
0%
1 Week Pred
:
10.04%
Avg Week Vol
:
10.8%
Avg Month Vol
:
12.73%
1 Month Pred
:
8.75%
Min Vol
:
7.18%
Max Vol
:
99.57%
6 Months Pred
:
6.84%
Avg Vol
:
28.38%
Vol of Vol
:
31.72%
1 Year Pred
:
6.54%
Models
Assets
Analysis on Technology SPDR
Asy. MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- 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
Asy. Power MEM analysis on Equity Sectors
Consumer Discretionary SPDR
Consumer Staples SPDR
Energy SPDR
Financials SPDR
Healthcare SPDR
Industrials SPDR
Materials SPDR
Utilities SPDR
Documentation
Volatility Analysis
Asy. Power MEM