Skip to main content
V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.69% (+2.25%)
Analysis last updated: Saturday, February 7, 2026 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR S&P Oil & Gas Exploration & Production ETF SGARCH
paramt-stat
ω0.75012.38
α0.08385.24
β0.881742.89
γ10.04530.21
γ2-0.2206-0.78
γ30.55153.47
γ4-0.8431-3.02
γ50.83852.49
γ6-0.5531-2.23
γ70.11290.65
γ80.33091.75
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts