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V-Lab

Consumer Discretionary Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:13.59% (-0.26%)

Analysis last updated: Wednesday, March 27, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Consumer Discretionary Select Sector SPDR Fund AGARCH
paramt-stat
ω-0.0008-0.32
α0.079936.49
β0.9069390.74
γ0.582318.91
Estimation Period:
Dec 23, 1998 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts