V-Lab
SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:17.33% (-0.17%)
Analysis last updated: Monday, April 29, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0042 | 3.73 | |
| 0.0784 | 6.61 | |
| 0.9164 | 79.95 | |
| -0.0008 | -0.66 |
Estimation Period:
Jun 22, 2006 to Apr 26, 2024
Jun 22, 2006 to Apr 26, 2024
News Impact Curve
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