V-Lab
S&P 500 Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:15.04% (-1.66%)
Analysis last updated: Friday, May 3, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 37.44 | |
| 0.1790 | 55.10 | |
| 0.8058 | 249.94 | |
| 0.3272 | 31.30 | |
| 1.0773 | 34.20 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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