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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7501 | 2.38 | |
| 0.0835 | 5.23 | |
| 0.8820 | 42.91 | |
| 0.0453 | 0.20 | |
| -0.2205 | -0.78 | |
| 0.5515 | 3.47 | |
| -0.8432 | -3.02 | |
| 0.8388 | 2.49 | |
| -0.5537 | -2.23 | |
| 0.1145 | 0.66 | |
| 0.3259 | 1.73 |
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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