V-Lab
SPDR S&P Metals & Mining ETF MEM Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:23.56% (-0.62%)
Analysis last updated: Monday, November 4, 2024 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0797 | 5.95 | |
| 0.1771 | 40.42 | |
| 0.8092 | 257.46 |
Estimation Period:
Jun 22, 2006 to Nov 1, 2024
Jun 22, 2006 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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