State Street SPDR S&P Oil & Gas Exploration & Production ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.39% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8677 | 4.34 | |
| 0.0625 | 29.00 | |
| 0.9920 | 490.62 | |
| 8.1207 | 3.47 |
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Jun 22, 2006 to Feb 6, 2026
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