V-Lab
V-Lab

Financial Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:14.17% (+1.16%)

Analysis last updated: Wednesday, May 1, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund MEM
paramt-stat
ω0.03978.40
α0.262946.83
β0.7286174.78
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts