V-Lab
SPDR S&P 500 ETF Trust Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:16.19% (+2.58%)
Analysis last updated: Tuesday, April 30, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 33.82 | |
| 0.2254 | 51.22 | |
| 0.7555 | 161.80 | |
| 0.3160 | 27.54 | |
| 0.7891 | 19.88 |
Estimation Period:
Mar 15, 2004 to Apr 26, 2024
Mar 15, 2004 to Apr 26, 2024
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