V-Lab
Energy Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.07% (+1.39%)
Analysis last updated: Wednesday, May 1, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 22.44 | |
| 0.1218 | 30.61 | |
| 0.8149 | 251.27 | |
| 0.0990 | 13.99 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
News Impact Curve
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