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V-Lab

Consumer Discretionary Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:21.08% (+0.57%)

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 APMEM
paramt-stat
ω0.022825.75
α0.190163.10
β0.8078267.58
γ0.218931.41
δ1.164325.04
Estimation Period:
Dec 23, 1998 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts