V-Lab
SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:20.01% (-1.48%)
Analysis last updated: Monday, December 23, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8269 | 193.64 | |
| 0.2221 | 43.17 | |
| 0.0135 | 5.84 | |
| 0.0681 | 4.47 | |
| 0.9203 | 53.82 |
Estimation Period:
Jan 29, 1993 to Dec 20, 2024
Jan 29, 1993 to Dec 20, 2024
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