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V-Lab

Consumer Staples Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.35% (-1.18%)

Analysis last updated: Friday, April 26, 2024 at 09:56 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Consumer Staples Select Sector SPDR Fund MEM
paramt-stat
ω0.02816.50
α0.226132.60
β0.7423187.27
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts