V-Lab
SPDR S&P 500 ETF Trust Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.93% (-1.60%)
Analysis last updated: Friday, April 26, 2024 at 10:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 32.88 | |
| 0.1171 | 15.73 | |
| 0.7478 | 163.71 | |
| 0.2195 | 20.04 |
Estimation Period:
Mar 15, 2004 to Apr 26, 2024
Mar 15, 2004 to Apr 26, 2024
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