V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:24.63% (+1.03%)
Analysis last updated: Monday, November 4, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0096 | 3.75 | |
| 0.0647 | 25.21 | |
| 0.9926 | 466.24 | |
| 9 | 2.86 |
Estimation Period:
Jun 22, 2006 to Nov 1, 2024
Jun 22, 2006 to Nov 1, 2024
Other SPDR S&P Oil & Gas Exploration & Production ETF Analyses