V-Lab
SPDR S&P Metals & Mining ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:23.84% (-0.41%)
Analysis last updated: Friday, May 3, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0224 | 8.37 | |
| 0.9481 | 300.13 | |
| 0.0466 | 16.45 | |
| 3.0771 | 0.10 | |
| 0.2569 | 0.10 | |
| 0.0915 | 0.01 |
Estimation Period:
Jun 22, 2006 to May 3, 2024
Jun 22, 2006 to May 3, 2024
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