V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:26.33% (-0.34%)
Analysis last updated: Thursday, April 18, 2024 at 10:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 17.92 | |
| 0.1062 | 26.26 | |
| 0.8348 | 276.14 | |
| 0.0952 | 13.13 |
Estimation Period:
Jun 22, 2006 to Apr 12, 2024
Jun 22, 2006 to Apr 12, 2024
News Impact Curve
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