V-Lab
SPDR S&P Metals & Mining ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:23.47% (-0.02%)
Analysis last updated: Thursday, May 2, 2024 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2020 | 6.08 | |
| 0.0582 | 6.11 | |
| 0.9337 | 91.55 | |
| 0.0018 | 1.68 |
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Jun 22, 2006 to Apr 26, 2024
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