V-Lab
S&P 500 Equal Weight Index (EWI) Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:10.51% (-0.42%)
Analysis last updated: Monday, December 4, 2023 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 27.47 | |
| 0.2026 | 57.52 | |
| 0.7864 | 218.75 | |
| 0.2722 | 29.66 | |
| 1.1083 | 27.93 |
Estimation Period:
Apr 25, 2003 to Dec 1, 2023
Apr 25, 2003 to Dec 1, 2023
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