V-Lab
V-Lab

Materials Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.81% (-1.06%)

Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund APMEM
paramt-stat
ω0.039229.00
α0.205454.89
β0.7816199.64
γ0.196328.56
δ0.970416.03
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts