V-Lab
V-Lab

SPDR S&P Oil & Gas Exploration & Production ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:19.57% (+0.28%)

Analysis last updated: Wednesday, March 27, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of SPDR S&P Oil & Gas Exploration & Production ETF APMEM
paramt-stat
ω0.046815.60
α0.156548.38
β0.8372265.20
γ0.187225.26
δ1.386325.58
Estimation Period:
Jun 22, 2006 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts