V-Lab
V-Lab
SPDR S&P Metals & Mining ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:23.74% (-0.29%)
Analysis last updated: Monday, June 30, 2025 at 09:44 PM UTC
Date Range:

from

to

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1Y ·

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graph of SPDR S&P Metals & Mining ETF GJR-GARCH
paramt-stat
ω0.03659.10
α0.024210.29
β0.9433488.24
γ0.04949.70
Estimation Period:
Jun 22, 2006 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts