V-Lab: Consumer Staples Select Sector SPDR Fund Asy. MEM Volatility Analysis

V-Lab

Consumer Staples Select Sector SPDR Fund Asy. MEM Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:9.97% (+0.19%)

Analysis last updated: Thursday, June 12, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0285	23.78
$α$	0.1556	26.47
$β$	0.7604	206.06
$γ$	0.0990	9.42

Estimation Period:
Dec 22, 1998 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Consumer Staples Select Sector SPDR Fund Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH