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	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.5895	27.11
$γ$	0.1275	2.20
$λ_{1}$	1.6953	0.24
$λ_{2}$	0.6029	0.38
$λ_{3}$	0.0991	0.05

V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses