V-Lab
Consumer Staples Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:13.24% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 28.41 | |
| 0.0889 | 37.80 | |
| 0.9059 | 405.14 | |
| 0.6446 | 27.80 | |
| 1.1290 | 39.06 |
Estimation Period:
Dec 22, 1998 to Jun 18, 2025
Dec 22, 1998 to Jun 18, 2025
News Impact Curve
Volatility Forecasts
Other Consumer Staples Select Sector SPDR Fund Analyses
Other APARCH Analyses on ETFs