V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:19.13% (+0.40%)
Analysis last updated: Wednesday, April 17, 2024 at 10:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 6.02 | |
| 0.1319 | 31.15 | |
| 0.9883 | 928.85 | |
| -0.0703 | -16.34 |
Estimation Period:
Jun 22, 2006 to Apr 12, 2024
Jun 22, 2006 to Apr 12, 2024
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