V-Lab
V-Lab
Technology Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:20.47% (-1.04%)

Analysis last updated: Wednesday, May 8, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technology Select Sector SPDR Fund APARCH
paramt-stat
ω0.025824.40
α0.079729.21
β0.9153425.13
γ0.561915.26
δ1.344235.91
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts