V-Lab
V-Lab
S&P Composite 1500 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:10.39% (-0.59%)

Analysis last updated: Friday, October 4, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index AMEM
paramt-stat
ω0.024825.49
α0.096612.06
β0.7744152.66
γ0.215920.25
Estimation Period:
Dec 28, 2004 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts