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	param	t-stat
$ω$	0.7499	2.39
$α$	0.0833	5.22
$β$	0.8821	42.78
$γ_{1}$	0.0445	0.20
$γ_{2}$	-0.2165	-0.77
$γ_{3}$	0.5437	3.52
$γ_{4}$	-0.8366	-3.06
$γ_{5}$	0.8396	2.53
$γ_{6}$	-0.5636	-2.29
$γ_{7}$	0.1303	0.75
$γ_{8}$	0.3089	1.60

V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:35.19% (-1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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