V-Lab
Materials Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:11.65% (-1.30%)
Analysis last updated: Friday, May 10, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 28.98 | |
| 0.2053 | 54.93 | |
| 0.7817 | 199.98 | |
| 0.1971 | 28.66 | |
| 0.9718 | 16.08 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other Materials Select Sector SPDR Fund Analyses