V-Lab
V-Lab

SPDR S&P Oil & Gas Exploration & Production ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.19% (-1.08%)

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

Date Range:

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to

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graph of SPDR S&P Oil & Gas Exploration & Production ETF APMEM
paramt-stat
ω0.047415.87
α0.156748.54
β0.8369266.01
γ0.186625.38
δ1.390125.65
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts