V-Lab
Consumer Discretionary Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:16.78% (-0.13%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 25.18 | |
| 0.0821 | 31.32 | |
| 0.9155 | 422.66 | |
| 0.5615 | 19.50 | |
| 1.2644 | 37.22 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
Other Consumer Discretionary Select Sector SPDR Fund Analyses