V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:18.59% (+0.10%)
Analysis last updated: Friday, April 19, 2024 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 12.84 | |
| 0.0782 | 26.32 | |
| 0.9167 | 327.40 |
Estimation Period:
Jun 22, 2006 to Apr 19, 2024
Jun 22, 2006 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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