V-Lab
Materials Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:16.76% (+0.35%)
Analysis last updated: Thursday, May 2, 2024 at 10:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 28.10 | |
| 0.1337 | 30.63 | |
| 0.7825 | 240.11 | |
| 0.1329 | 16.32 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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