V-Lab
V-Lab
Industrial Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:12.78% (-0.36%)

Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrial Select Sector SPDR Fund APARCH
paramt-stat
ω0.020627.10
α0.04510.07
β0.9299457.63
γ1.00000.05
δ1.533343.14
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
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