V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:23.36% (-0.95%)
Analysis last updated: Friday, April 26, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0796 | 4.43 | |
| 0.1836 | 39.04 | |
| 0.8072 | 230.88 |
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Jun 22, 2006 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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