V-Lab
V-Lab
SPDR S&P Metals & Mining ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:24.23% (-0.27%)

Analysis last updated: Thursday, May 2, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of SPDR S&P Metals & Mining ETF MF2-GARCH
paramt-stat
m76
α0.02248.10
β0.9480295.06
γ0.047016.86
λ13.19060.09
λ20.26750.09
λ30.05780.01
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts