V-Lab
V-Lab
Consumer Discretionary Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:22.29% (-1.81%)
Analysis last updated: Thursday, June 12, 2025 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consumer Discretionary Select Sector SPDR Fund AMEM
paramt-stat
ω0.024325.87
α0.124133.71
β0.7981287.18
γ0.137420.12
Estimation Period:
Dec 22, 1998 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts