V-Lab
V-Lab

Consumer Discretionary Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.12% (-0.87%)

Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Discretionary Select Sector SPDR Fund AMEM
paramt-stat
ω0.020122.25
α0.114031.72
β0.8113290.68
γ0.135620.31
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts