V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:17.26% (-0.70%)
Analysis last updated: Monday, April 29, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0178 | -2.21 | |
| 0.0711 | 31.00 | |
| 0.9139 | 396.51 | |
| 1.2079 | 24.84 |
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Jun 22, 2006 to Apr 26, 2024
News Impact Curve
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