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	param	t-stat
$ω$	0.1705	2.95
$α$	0.0232	2.54
$β$	0.9074	203.54
$γ$	0.0750	2.23

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:30.37% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses