V-Lab
V-Lab

Utilities Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.26% (+1.70%)

Analysis last updated: Wednesday, May 1, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Utilities Select Sector SPDR Fund AMEM
paramt-stat
ω0.033528.30
α0.158733.29
β0.7831233.41
γ0.07348.70
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts