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Consumer Staples Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:8.59% (+0.04%)

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

Date Range:

from

to

6M ·

1Y ·

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graph of Consumer Staples Select Sector SPDR Fund APARCH
paramt-stat
ω0.022129.01
α0.092438.38
β0.9024393.54
γ0.657028.51
δ1.100638.33
Estimation Period:
Dec 22, 1998 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts