V-Lab
V-Lab

Consumer Discretionary Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.66% (+0.21%)

Analysis last updated: Thursday, April 18, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Discretionary Select Sector SPDR Fund AMEM
paramt-stat
ω0.020122.22
α0.113931.68
β0.8112290.34
γ0.135820.33
Estimation Period:
Dec 23, 1998 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts