V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.69% (-0.44%)
Analysis last updated: Friday, April 26, 2024 at 09:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9840 | 3.27 | |
| 0.0785 | 6.66 | |
| 0.9169 | 81.12 | |
| -0.0030 | -0.72 |
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Jun 22, 2006 to Apr 26, 2024
News Impact Curve
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