V-Lab
SPDR S&P Metals & Mining ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:24.07% (+0.66%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7951 | 6.37 | |
| 0.0575 | 30.05 | |
| 0.9939 | 1000.95 | |
| 11 | 2.62 |
Estimation Period:
Jun 22, 2006 to Nov 1, 2024
Jun 22, 2006 to Nov 1, 2024
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