V-Lab
V-Lab
Financial Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:12.30% (-0.42%)

Analysis last updated: Wednesday, May 8, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund APARCH
paramt-stat
ω0.025926.10
α0.086130.91
β0.9082400.80
γ0.554618.90
δ1.432237.17
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts