CBOE Energy ETF Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

CBOE Skew Index

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	param	t-stat
$ω$	0.7436	2.31
$α$	0.0820	5.40
$β$	0.8848	44.90
$γ_{1}$	0.0197	0.09
$γ_{2}$	-0.1558	-0.56
$γ_{3}$	0.4677	3.73
$γ_{4}$	-0.7867	-3.44
$γ_{5}$	0.8684	2.85
$γ_{6}$	-0.6980	-3.00
$γ_{7}$	0.3788	2.46
$γ_{8}$	-0.0885	-0.76

V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses