V-Lab
V-Lab

Health Care Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:11.96% (-0.94%)

Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Health Care Select Sector SPDR Fund APMEM
paramt-stat
ω0.027026.93
α0.179654.12
β0.8103252.27
γ0.227428.32
δ0.926921.30
Estimation Period:
Dec 22, 1998 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts