V-Lab: SPDR S&P Oil & Gas Exploration & Production ETF Asy. Power MEM Volatility Analysis

V-Lab

SPDR S&P Oil & Gas Exploration & Production ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:28.75% (+0.77%)

Analysis last updated: Friday, June 13, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0633	14.00
$α$	0.1978	41.80
$β$	0.7938	148.52
$γ$	0.1586	17.01
$δ$	1.1588	22.47

Estimation Period:
Jun 22, 2006 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other SPDR S&P Oil & Gas Exploration & Production ETF Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH