V-Lab
Materials Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:12.06% (+0.48%)
Analysis last updated: Thursday, May 16, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 28.03 | |
| 0.1334 | 30.61 | |
| 0.7826 | 240.27 | |
| 0.1334 | 16.39 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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