V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:17.01% (-0.37%)
Analysis last updated: Monday, April 29, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 15.65 | |
| 0.0655 | 28.03 | |
| 0.9345 | 439.14 | |
| 0.5517 | 20.73 | |
| 1.2087 | 25.70 |
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Jun 22, 2006 to Apr 26, 2024
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