V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:18.66% (+0.10%)
Analysis last updated: Friday, April 19, 2024 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9772 | 3.33 | |
| 0.0785 | 6.60 | |
| 0.9165 | 80.31 | |
| -0.0022 | -0.57 |
Estimation Period:
Jun 22, 2006 to Apr 19, 2024
Jun 22, 2006 to Apr 19, 2024
News Impact Curve
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