V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:19.07% (-0.08%)
Analysis last updated: Thursday, April 18, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9872 | 3.65 | |
| 0.0785 | 6.57 | |
| 0.9161 | 79.36 | |
| -0.0009 | -0.75 |
Estimation Period:
Jun 22, 2006 to Apr 12, 2024
Jun 22, 2006 to Apr 12, 2024
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