V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:20.13% (+2.61%)
Analysis last updated: Monday, April 15, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0180 | -2.22 | |
| 0.0714 | 30.97 | |
| 0.9134 | 392.36 | |
| 1.2176 | 25.02 |
Estimation Period:
Jun 22, 2006 to Apr 12, 2024
Jun 22, 2006 to Apr 12, 2024
News Impact Curve
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