V-Lab
Consumer Discretionary Select Sector SPDR Fund Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.41% (+3.56%)
Analysis last updated: Wednesday, May 1, 2024 at 10:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 22.25 | |
| 0.1140 | 31.72 | |
| 0.8113 | 290.68 | |
| 0.1356 | 20.31 |
Estimation Period:
Dec 23, 1998 to Apr 26, 2024
Dec 23, 1998 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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