V-Lab
V-Lab

Consumer Staples Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:11.22% (-0.58%)

Analysis last updated: Wednesday, April 17, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Consumer Staples Select Sector SPDR Fund APMEM
paramt-stat
ω0.037526.77
α0.207257.18
β0.7658188.49
γ0.152620.67
δ0.621012.94
Estimation Period:
Dec 22, 1998 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts