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V-Lab

Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

25.99%

unchanged at 0.00%

1 Week

25.99%

unchanged at 0.00%

1 Month

25.99%

unchanged at 0.00%

Analysis last updated: Monday, August 10, 2026 at 09:30 PM UTC

Date Range:

from

to

6M ·

All

graph of Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 25, 2025 to Aug 7, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 4 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7770
4.53***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8405
2.38**
γi Spline Coefficients
K=1
γ1-1.9710
-0.68

Persistence:

0.841

Half-life:

4 days