V-Lab
V-Lab

SPDR S&P Oil & Gas Exploration & Production ETF APARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:18.13% (-0.10%)

Analysis last updated: Thursday, March 28, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPDR S&P Oil & Gas Exploration & Production ETF APARCH
paramt-stat
ω0.030815.60
α0.066028.18
β0.9340433.01
γ0.547720.64
δ1.198625.44
Estimation Period:
Jun 22, 2006 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts