V-Lab
SPDR S&P 500 ETF Trust MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.14% (-1.22%)
Analysis last updated: Friday, April 26, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 10.30 | |
| 0.2782 | 48.28 | |
| 0.7020 | 171.52 |
Estimation Period:
Mar 15, 2004 to Apr 26, 2024
Mar 15, 2004 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other SPDR S&P 500 ETF Trust Analyses