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State Street SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.80% (-0.46%)
Analysis last updated: Monday, February 23, 2026 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR S&P Oil & Gas Exploration & Production ETF SGARCH
paramt-stat
ω0.74992.39
α0.08335.22
β0.882142.78
γ10.04450.20
γ2-0.2165-0.77
γ30.54373.52
γ4-0.8366-3.06
γ50.83962.53
γ6-0.5636-2.29
γ70.13030.75
γ80.30891.60
Estimation Period:
Jun 22, 2006 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts