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	param	t-stat
$ω$	0.1704	2.96
$α$	0.0233	2.53
$β$	0.9074	204.78
$γ$	0.0749	2.23

V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:32.54% (+0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses