V-Lab
V-Lab
Utilities Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:14.28% (-0.89%)
Analysis last updated: Friday, June 20, 2025 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Utilities Select Sector SPDR Fund AMEM
paramt-stat
ω0.035829.85
α0.161933.99
β0.7772233.47
γ0.07508.90
Estimation Period:
Dec 22, 1998 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts