V-Lab
Utilities Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:18.02% (-0.93%)
Analysis last updated: Monday, November 4, 2024 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 7.49 | |
| 0.2145 | 37.79 | |
| 0.7659 | 209.79 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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