V-Lab
Industrial Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:16.92% (-0.84%)
Analysis last updated: Thursday, May 2, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 25.21 | |
| 0.1080 | 28.60 | |
| 0.8101 | 257.67 | |
| 0.1353 | 19.01 |
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Dec 22, 1998 to Apr 26, 2024
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