V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF APARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.00% (-0.40%)
Analysis last updated: Friday, April 19, 2024 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 15.69 | |
| 0.0657 | 28.12 | |
| 0.9343 | 437.21 | |
| 0.5531 | 20.79 | |
| 1.2018 | 25.61 |
Estimation Period:
Jun 22, 2006 to Apr 19, 2024
Jun 22, 2006 to Apr 19, 2024
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