State Street SPDR S&P Oil & Gas Exploration & Production ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.40% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2000 | 6.34 | |
| 0.0812 | 20.86 | |
| 0.8841 | 137.00 |
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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