V-Lab
V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:28.02% (-0.49%)

Analysis last updated: Tuesday, November 5, 2024 at 11:23 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
ω0.17022.76
α0.02382.39
β0.9077206.57
γ0.07522.06
Estimation Period:
Jun 22, 2006 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts