V-Lab
Financial Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:13.42% (-0.53%)
Analysis last updated: Friday, May 3, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 28.28 | |
| 0.1494 | 35.48 | |
| 0.7664 | 229.12 | |
| 0.1474 | 17.52 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
News Impact Curve
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