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Consumer Staples Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:10.59% (+1.65%)

Analysis last updated: Wednesday, March 27, 2024 at 10:20 PM UTC

Date Range:

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to

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graph of Consumer Staples Select Sector SPDR Fund AGARCH
paramt-stat
ω-0.0004-0.33
α0.090340.42
β0.8863367.47
γ0.500731.15
Estimation Period:
Dec 22, 1998 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts