V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF MEM Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:25.63% (+0.65%)
Analysis last updated: Monday, November 4, 2024 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 5.68 | |
| 0.2049 | 38.27 | |
| 0.7846 | 179.01 |
Estimation Period:
Jun 22, 2006 to Nov 1, 2024
Jun 22, 2006 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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