V-Lab
V-Lab
Industrial Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:12.41% (-0.34%)

Analysis last updated: Thursday, May 9, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrial Select Sector SPDR Fund APARCH
paramt-stat
ω0.020627.15
α0.04520.07
β0.9300457.67
γ1.00000.06
δ1.531143.11
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts