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V-Lab

Consumer Discretionary Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:14.01% (-0.23%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Consumer Discretionary Select Sector SPDR Fund APARCH
paramt-stat
ω0.018722.84
α0.073126.90
β0.9217449.39
γ0.547416.86
δ1.427635.95
Estimation Period:
Dec 23, 1998 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts