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Consumer Discretionary Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:20.02% (-0.76%)

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 MEM
paramt-stat
ω0.02167.13
α0.213150.79
β0.7814251.82
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts