V-Lab
V-Lab

SPDR S&P Metals & Mining ETF Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:27.31% (-1.00%)

Analysis last updated: Thursday, May 2, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPDR S&P Metals & Mining ETF AMEM
paramt-stat
ω0.091317.89
α0.113320.25
β0.8315190.40
γ0.074110.63
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts