V-Lab
Utilities Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:12.94% (-0.02%)
Analysis last updated: Thursday, May 16, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 28.35 | |
| 0.1579 | 33.30 | |
| 0.7836 | 234.13 | |
| 0.0738 | 8.78 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
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