V-Lab
V-Lab

SPDR S&P Oil & Gas Exploration & Production ETF MEM Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:20.29% (-0.44%)

Analysis last updated: Thursday, March 28, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPDR S&P Oil & Gas Exploration & Production ETF MEM
paramt-stat
ω0.07994.40
α0.183638.91
β0.8072229.96
Estimation Period:
Jun 22, 2006 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts