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TECHNOLOGY SPDR ZERO SLOPE SPLINE-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
12.47% (+0.32)
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VIX
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$32.20
Return
:
1%
1 Week Pred
:
12.56%
Avg Week Vol
:
12.31%
Avg Month Vol
:
13.74%
1 Month Pred
:
12.86%
Min Vol
:
10.15%
Max Vol
:
79.98%
6 Months Pred
:
13.76%
Avg Vol
:
27.6%
Vol of Vol
:
28.72%
1 Year Pred
:
14.03%
Models
Assets
Analysis on Technology SPDR
Asy. MEM
- High-Low Range Series
Asy. Power 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 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
Zero Slope Spline-GARCH