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	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.5854	26.98
$γ$	0.1253	2.07
$λ_{1}$	1.6893	0.23
$λ_{2}$	0.6033	0.37
$λ_{3}$	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