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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7728 | 2.41 | |
| 0.0835 | 5.42 | |
| 0.8852 | 45.10 | |
| 0.0530 | 0.24 | |
| -0.2271 | -0.81 | |
| 0.5534 | 3.48 | |
| -0.8613 | -3.06 | |
| 0.8818 | 2.57 | |
| -0.6342 | -2.51 | |
| 0.2667 | 1.56 | |
| 0.0013 | 0.01 |
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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