V-Lab
Consumer Discretionary Select Sector SPDR Fund MEM Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:15.11% (-0.77%)
Analysis last updated: Friday, May 10, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 7.15 | |
| 0.2134 | 50.84 | |
| 0.7810 | 251.52 |
Estimation Period:
Dec 23, 1998 to May 10, 2024
Dec 23, 1998 to May 10, 2024
News Impact Curve
Volatility Forecasts
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