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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7652 | 2.34 | |
| 0.0835 | 5.41 | |
| 0.8851 | 45.04 | |
| 0.0501 | 0.22 | |
| -0.2259 | -0.78 | |
| 0.5592 | 3.40 | |
| -0.8672 | -3.02 | |
| 0.8816 | 2.54 | |
| -0.6272 | -2.47 | |
| 0.2564 | 1.50 | |
| 0.0084 | 0.06 |
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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