V-Lab
V-Lab
SPDR S&P Metals & Mining ETF MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.90% (+1.49%)

Analysis last updated: Wednesday, May 1, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPDR S&P Metals & Mining ETF MEM
paramt-stat
ω0.10241.39
α0.168812.38
β0.8124153.92
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts