Skip to main content
V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.26% (+0.06%)
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 SGARCH
paramt-stat
ω0.75012.38
α0.08355.23
β0.882042.91
γ10.04530.20
γ2-0.2205-0.78
γ30.55153.47
γ4-0.8432-3.02
γ50.83882.49
γ6-0.5537-2.23
γ70.11450.66
γ80.32591.73
Estimation Period:
Jun 22, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts