V-Lab
V-Lab

Financial Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.50% (-0.49%)

Analysis last updated: Friday, April 26, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund APMEM
paramt-stat
ω0.036728.64
α0.237459.25
β0.7546194.83
γ0.192633.63
δ0.898318.02
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts