V-Lab
SPDR S&P Metals & Mining ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:24.60% (+3.54%)
Analysis last updated: Tuesday, April 30, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2263 | 6.04 | |
| 0.0583 | 6.08 | |
| 0.9332 | 90.82 | |
| 0.0032 | 0.96 |
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Jun 22, 2006 to Apr 26, 2024
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