V-Lab
V-Lab
S&P Composite 1500 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:12.19% (-0.44%)

Analysis last updated: Friday, June 2, 2023 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index AMEM
paramt-stat
ω0.023524.03
α0.098711.31
β0.7727140.49
γ0.220919.74
Estimation Period:
Dec 28, 2004 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts