V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:18.48% (-0.30%)
Analysis last updated: Tuesday, April 23, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 10.88 | |
| 0.0217 | 9.15 | |
| 0.9283 | 418.16 | |
| 0.0847 | 13.12 |
Estimation Period:
Jun 22, 2006 to Apr 19, 2024
Jun 22, 2006 to Apr 19, 2024
News Impact Curve
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