V-Lab
BETA
|
|
Volatility Institute
|
NYU Stern
Display:
Basic ▼
|
Basic
Intermediate
Experimental
Sign in
Documentation
»
Analysis List
»
Volatility Analysis
Correlation Analysis
Systemic Risk Analysis
Long Term Risk Forecasting
Loading...
ENERGY SPDR AGARCH VOLATILITY GRAPH
?
Volatility Prediction for Thursday, May 23:
17.63% (+1.36)
COMPARE
VIX
Energy SPDR
»
AMEM
APMEM
MEM
APARCH
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
SGARCH
S0GARCH
Other Analyses
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Commodities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Corporate Bonds
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Credit Default Swaps
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Currencies
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equity Indices
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equity Sectors
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
International Equities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Real Estate
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Treasuries
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Volatility Indices
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
SUB PLOT
Return/Price
Return
Price
None
LINE STYLE
Lines
Lines Points
KEY POSTION
Inside
»
Bottom Left
Bottom Right
Top Left
Top Right
Outside
COPY GRAPH
Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$82.15
Return
:
-1.16%
1 Week Pred
:
18.1%
Avg Week Vol
:
16.75%
Avg Month Vol
:
17.74%
1 Month Pred
:
19.57%
Min Vol
:
12.86%
Max Vol
:
116.98%
6 Months Pred
:
24.05%
Avg Vol
:
28.07%
Vol of Vol
:
33.75%
1 Year Pred
:
25.46%
Models
Assets
Analysis on Energy SPDR
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
AGARCH analysis on Equity Sectors
Consumer Discretionary SPDR
Consumer Staples SPDR
Financials SPDR
Healthcare SPDR
Industrials SPDR
Materials SPDR
Technology SPDR
Utilities SPDR
Documentation
Volatility Analysis
AGARCH