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V-Lab

Utilities Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.36% (+2.50%)

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 MEM
paramt-stat
ω0.03277.33
α0.214637.45
β0.7665207.67
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts