State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.11% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.5828 | 26.91 | |
| 0.1295 | 2.20 | |
| 1.6911 | 0.23 | |
| 0.6033 | 0.38 | |
| 0.1004 | 0.05 |
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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