V-Lab
SPDR S&P Metals & Mining ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:24.73% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6493 | 6.43 | |
| 0.0571 | 30.70 | |
| 0.9934 | 918.08 | |
| 9.9040 | 3.27 |
Estimation Period:
Jun 22, 2006 to Jun 27, 2025
Jun 22, 2006 to Jun 27, 2025
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