V-Lab
Utilities Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:14.81% (+0.45%)
Analysis last updated: Wednesday, May 8, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 24.47 | |
| 0.2080 | 58.07 | |
| 0.7772 | 198.72 | |
| 0.1134 | 19.70 | |
| 0.9726 | 15.48 |
Estimation Period:
Dec 22, 1998 to May 3, 2024
Dec 22, 1998 to May 3, 2024
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