V-Lab
Materials Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:12.26% (+0.02%)
Analysis last updated: Thursday, May 16, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 9.96 | |
| 0.2352 | 49.07 | |
| 0.7479 | 203.35 |
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