V-Lab
V-Lab
S&P Composite 1500 Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:15.22% (-1.35%)

Analysis last updated: Tuesday, April 23, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Composite 1500 Index AMEM
paramt-stat
ω0.023724.21
α0.093011.31
β0.7803149.31
γ0.214220.03
Estimation Period:
Dec 28, 2004 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts