V-Lab
V-Lab

Financial Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:14.66% (-0.20%)

Analysis last updated: Thursday, May 2, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund APMEM
paramt-stat
ω0.036728.64
α0.237459.25
β0.7546194.83
γ0.192633.63
δ0.898318.02
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts