V-Lab
V-Lab

SPDR S&P Metals & Mining ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:26.14% (-1.28%)

Analysis last updated: Friday, May 3, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPDR S&P Metals & Mining ETF APMEM
paramt-stat
ω0.07127.55
α0.146321.53
β0.8384186.11
γ0.144716.19
δ1.679912.65
Estimation Period:
Jun 22, 2006 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts