V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.62% (-0.08%)
Analysis last updated: Thursday, April 18, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9764 | 3.34 | |
| 0.0786 | 6.59 | |
| 0.9164 | 80.12 | |
| -0.0021 | -0.54 |
Estimation Period:
Jun 22, 2006 to Apr 12, 2024
Jun 22, 2006 to Apr 12, 2024
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