V-Lab
V-Lab

Technology Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:13.97% (-0.43%)

Analysis last updated: Thursday, May 16, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund AMEM
paramt-stat
ω0.042824.03
α0.143928.64
β0.7683230.44
γ0.135715.67
Estimation Period:
Dec 22, 1998 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts