V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:28.61% (-0.21%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1474 | 3.10 | |
| 0.0562 | 8.02 | |
| 0.9111 | 181.31 | |
| 0.3628 | 10.71 | |
| 1.8492 | 9.77 |
Estimation Period:
Jun 22, 2006 to Nov 1, 2024
Jun 22, 2006 to Nov 1, 2024
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