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V-Lab

Consumer Staples Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:11.12% (-0.40%)

Analysis last updated: Monday, May 6, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Staples Select Sector SPDR Fund AMEM
paramt-stat
ω0.027122.65
α0.147825.78
β0.7694208.95
γ0.10049.60
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts