V-Lab
V-Lab
Utilities Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:14.12% (+0.32%)

Analysis last updated: Thursday, May 9, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Utilities Select Sector SPDR Fund APARCH
paramt-stat
ω0.021726.85
α0.073128.74
β0.9087353.72
γ0.292413.20
δ1.832831.72
Estimation Period:
Dec 22, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts