V-Lab
S&P 500 Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:10.60% (+1.08%)
Analysis last updated: Friday, October 22, 2021, 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 35.90 | |
| 0.1859 | 53.30 | |
| 0.7982 | 231.76 | |
| 0.3317 | 31.66 | |
| 1.0801 | 34.69 |
Estimation Period:
Jan 1, 1990 to Oct 22, 2021
Jan 1, 1990 to Oct 22, 2021
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