V-Lab
V-Lab

Technology Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:21.30% (-0.80%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund APARCH
paramt-stat
ω0.025824.39
α0.079629.18
β0.9153424.92
γ0.560615.24
δ1.346735.88
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts