V-Lab
V-Lab

SPDR S&P Metals & Mining ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:27.43% (-1.02%)

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 APMEM
paramt-stat
ω0.07137.54
α0.146421.51
β0.8384185.77
γ0.144516.17
δ1.679112.63
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts