State Street SPDR S&P Oil & Gas Exploration & Production ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.93% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2313 | 3.99 | |
| 0.0806 | 21.52 | |
| 0.8741 | 119.13 | |
| 0.5129 | 2.34 |
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Jun 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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