V-Lab
V-Lab

Utilities Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.30% (-0.44%)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Utilities Select Sector SPDR Fund APMEM
paramt-stat
ω0.035124.43
α0.208358.08
β0.7769198.33
γ0.112719.58
δ0.971715.43
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts