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V-Lab

Consumer Staples Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:11.63% (+0.35%)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Consumer Staples Select Sector SPDR Fund MEM
paramt-stat
ω0.02816.50
α0.226132.60
β0.7423187.27
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts