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Consumer Discretionary Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:19.95% (-1.72%)
Analysis last updated: Monday, November 10, 2025 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Discretionary Select Sector SPDR Fund AMEM
paramt-stat
ω0.024125.84
α0.121133.38
β0.8011292.78
γ0.137020.40
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts