State Street SPDR S&P Oil & Gas Exploration & Production ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.98% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2301 | 3.99 | |
| 0.0802 | 21.33 | |
| 0.8745 | 120.77 | |
| 0.5196 | 2.38 |
Estimation Period:
Jun 22, 2006 to Feb 20, 2026
Jun 22, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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