V-Lab
V-Lab

Consumer Discretionary Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.52% (-0.95%)

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 APMEM
paramt-stat
ω0.022825.80
α0.190263.17
β0.8077267.64
γ0.218431.41
δ1.162524.96
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts