V-Lab
SPDR S&P Metals & Mining ETF APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:20.98% (-0.33%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 10.28 | |
| 0.0523 | 22.30 | |
| 0.9471 | 513.59 | |
| 0.3250 | 11.95 | |
| 1.5186 | 21.24 |
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Jun 22, 2006 to Apr 26, 2024
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