V-Lab
SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:13.91% (-0.82%)
Analysis last updated: Friday, May 3, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8277 | 193.62 | |
| 0.2207 | 42.91 | |
| 0.0141 | 5.85 | |
| 0.0723 | 4.49 | |
| 0.9155 | 50.79 |
Estimation Period:
Jan 29, 1993 to May 3, 2024
Jan 29, 1993 to May 3, 2024
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