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HEALTHCARE SPDR MEM VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
14.50% (-0.76)
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Healthcare SPDR
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Date Range:
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Window:
3m
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6m
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1y
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2y
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5y
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all
Volatility Summary Table
Closing Price (USD)
:
$49.10
Return
:
0.57%
1 Week Pred
:
15.37%
Avg Week Vol
:
15.07%
Avg Month Vol
:
13.47%
1 Month Pred
:
18.25%
Min Vol
:
7.13%
Max Vol
:
152.17%
6 Months Pred
:
31.81%
Avg Vol
:
20.44%
Vol of Vol
:
28.23%
1 Year Pred
:
42.66%
Models
Assets
Analysis on Healthcare SPDR
Asy. MEM
- High-Low Range Series
Asy. Power 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
- Return Series
MEM analysis on Equity Sectors
Consumer Discretionary SPDR
Consumer Staples SPDR
Energy SPDR
Financials SPDR
Industrials SPDR
Materials SPDR
Technology SPDR
Utilities SPDR
Documentation
Volatility Analysis
MEM