V-Lab: SPDR S&P Metals & Mining ETF MF2-GARCH Volatility Analysis

V-Lab

SPDR S&P Metals & Mining ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:35.48% (-0.84%)

Analysis last updated: Thursday, May 8, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0097	5.42
$β$	0.9295	297.62
$γ$	0.0621	18.25
$λ_{1}$	0.3581	4.10
$λ_{2}$	0.5402	5.39
$λ_{3}$	0.3859	3.25

Estimation Period:
Jun 22, 2006 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other SPDR S&P Metals & Mining ETF Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T