V-Lab
Consumer Discretionary Select Sector SPDR Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.61% (+3.49%)
Analysis last updated: Wednesday, May 1, 2024 at 10:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 25.80 | |
| 0.1902 | 63.17 | |
| 0.8077 | 267.64 | |
| 0.2184 | 31.41 | |
| 1.1625 | 24.96 |
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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