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Consumer Staples Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:9.27% (-0.38%)

Analysis last updated: Thursday, March 28, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Staples Select Sector SPDR Fund GARCH
paramt-stat
ω0.017720.57
α0.111940.64
β0.8696296.20
Estimation Period:
Dec 22, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts