V-Lab
SPDR S&P Metals & Mining ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:21.09% (-0.37%)
Analysis last updated: Wednesday, April 24, 2024 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 8.10 | |
| 0.0266 | 10.46 | |
| 0.9442 | 477.10 | |
| 0.0451 | 8.64 |
Estimation Period:
Jun 22, 2006 to Apr 19, 2024
Jun 22, 2006 to Apr 19, 2024
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