V-Lab
V-Lab
Materials Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:14.82% (-0.20%)

Analysis last updated: Thursday, May 9, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Materials Select Sector SPDR Fund APARCH
paramt-stat
ω0.021920.99
α0.069829.88
β0.9274441.21
γ0.538217.72
δ1.282931.33
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts