V-Lab
V-Lab
Financial Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:16.41% (-0.95%)
Analysis last updated: Wednesday, June 18, 2025 at 11:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund APARCH
paramt-stat
ω0.030227.43
α0.095233.66
β0.9011372.65
γ0.591821.64
δ1.287636.05
Estimation Period:
Dec 22, 1998 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts