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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7501 | 2.38 | |
| 0.0838 | 5.24 | |
| 0.8817 | 42.89 | |
| 0.0453 | 0.21 | |
| -0.2206 | -0.78 | |
| 0.5515 | 3.47 | |
| -0.8431 | -3.02 | |
| 0.8385 | 2.49 | |
| -0.5531 | -2.23 | |
| 0.1129 | 0.65 | |
| 0.3309 | 1.75 |
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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