V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:17.77% (-0.57%)
Analysis last updated: Wednesday, April 24, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 6.03 | |
| 0.1318 | 31.15 | |
| 0.9883 | 933.26 | |
| -0.0701 | -16.31 |
Estimation Period:
Jun 22, 2006 to Apr 19, 2024
Jun 22, 2006 to Apr 19, 2024
News Impact Curve
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