V-Lab
SPC SAMLIP Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:18.33% (-0.36%)
Analysis last updated: Saturday, May 18, 2024 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 16.91 | |
| 0.1434 | 34.92 | |
| 0.8781 | 257.89 | |
| -0.0430 | -4.90 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024