V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:26.35% (-0.99%)
Analysis last updated: Monday, December 23, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9787 | 3.75 | |
| 0.0639 | 25.19 | |
| 0.9926 | 464.05 | |
| 9 | 2.88 |
Estimation Period:
Jun 22, 2006 to Dec 20, 2024
Jun 22, 2006 to Dec 20, 2024
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