V-Lab
S&P 500 Equal Weight Index (EWI) Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:9.10% (-0.11%)
Analysis last updated: Wednesday, May 15, 2024 at 09:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 27.84 | |
| 0.2011 | 58.34 | |
| 0.7874 | 223.24 | |
| 0.2640 | 29.24 | |
| 1.1215 | 28.24 |
Estimation Period:
Apr 25, 2003 to May 10, 2024
Apr 25, 2003 to May 10, 2024
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