V-Lab
V-Lab

SPDR S&P Oil & Gas Exploration & Production ETF Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.30% (-0.94%)

Analysis last updated: Friday, April 26, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPDR S&P Oil & Gas Exploration & Production ETF AMEM
paramt-stat
ω0.071417.84
α0.105726.25
β0.8353278.17
γ0.095013.14
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts