State Street SPDR S&P Oil & Gas Exploration & Production ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.15% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 2.61 | |
| 0.1364 | 16.42 | |
| 0.9683 | 133.00 | |
| -0.0416 | -2.29 |
Estimation Period:
Jun 22, 2006 to Feb 13, 2026
Jun 22, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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