V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:21.71% (-0.51%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8805 | 3.00 | |
| 0.0898 | 5.80 | |
| 0.8757 | 46.27 | |
| 0.4626 | 1.48 | |
| -0.8998 | -2.00 | |
| 0.5519 | 1.73 | |
| 0.3801 | 0.81 | |
| -1.1674 | -1.41 | |
| 0.9164 | 1.00 | |
| -0.0443 | -0.07 | |
| -0.3900 | -1.01 | |
| 0.0217 | 0.08 | |
| 0.3518 | 2.09 |
Estimation Period:
Jun 22, 2006 to Nov 1, 2024
Jun 22, 2006 to Nov 1, 2024
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