Skip to main content
V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.36% (-1.39%)
Analysis last updated: Saturday, February 21, 2026 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR S&P Oil & Gas Exploration & Production ETF S0GARCH
paramt-stat
ω0.77282.41
α0.08355.42
β0.885245.10
γ10.05300.24
γ2-0.2271-0.81
γ30.55343.48
γ4-0.8613-3.06
γ50.88182.57
γ6-0.6342-2.51
γ70.26671.56
γ80.00130.01
Estimation Period:
Jun 22, 2006 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts