V-Lab
Materials Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:17.96% (+2.53%)
Analysis last updated: Wednesday, May 1, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 9.99 | |
| 0.2352 | 49.05 | |
| 0.7480 | 203.25 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
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