V-Lab
Utilities Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:13.20% (-0.35%)
Analysis last updated: Thursday, May 16, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 7.34 | |
| 0.2142 | 37.45 | |
| 0.7669 | 208.12 |
Estimation Period:
Dec 22, 1998 to May 10, 2024
Dec 22, 1998 to May 10, 2024
News Impact Curve
Volatility Forecasts
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