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V-Lab

Consumer Discretionary Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:14.69% (-0.19%)

Analysis last updated: Thursday, March 28, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Discretionary Select Sector SPDR Fund EGARCH
paramt-stat
ω0.01115.92
α0.143532.80
β0.98451038.48
γ-0.0859-22.12
Estimation Period:
Dec 23, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts