V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:17.54% (-0.35%)
Analysis last updated: Thursday, April 25, 2024 at 09:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9772 | 3.33 | |
| 0.0785 | 6.60 | |
| 0.9165 | 80.31 | |
| -0.0022 | -0.57 |
Estimation Period:
Jun 22, 2006 to Apr 19, 2024
Jun 22, 2006 to Apr 19, 2024
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