V-Lab
V-Lab

Technology Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.31% (+2.08%)

Analysis last updated: Wednesday, May 1, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund AMEM
paramt-stat
ω0.042623.98
α0.143028.48
β0.7693230.94
γ0.136015.72
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts