State Street SPDR S&P Oil & Gas Exploration & Production ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.39% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2309 | 4.00 | |
| 0.0804 | 21.42 | |
| 0.8743 | 120.14 | |
| 0.5151 | 2.36 |
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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