V-Lab
V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:32.25% (-0.86%)

Analysis last updated: Monday, December 23, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH
paramt-stat
ω0.16622.72
α0.02232.35
β0.9095212.71
γ0.07562.13
Estimation Period:
Jun 22, 2006 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts