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State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.46% (+0.12%)
Analysis last updated: Saturday, February 14, 2026 at 12:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR S&P Oil & Gas Exploration & Production ETF S0GARCH
paramt-stat
ω0.76522.34
α0.08355.41
β0.885145.04
γ10.05010.22
γ2-0.2259-0.78
γ30.55923.40
γ4-0.8672-3.02
γ50.88162.54
γ6-0.6272-2.47
γ70.25641.50
γ80.00840.06
Estimation Period:
Jun 22, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts