V-Lab
V-Lab
SPDR S&P Metals & Mining ETF Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.31% (+0.46%)

Analysis last updated: Wednesday, May 1, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPDR S&P Metals & Mining ETF AMEM
paramt-stat
ω0.091317.89
α0.113320.25
β0.8315190.40
γ0.074110.63
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts